From e58e3ab8fe2ac80fd73bcca43e8a0d5146dbd3d3 Mon Sep 17 00:00:00 2001 From: Josue Soto Date: Tue, 3 Feb 2026 15:49:08 -0600 Subject: [PATCH 1/3] feat: Orchestration module --- .../src/__mocks__/raw-price.fixtures.ts | 101 -- apps/aggregator/src/app.module.ts | 48 +- .../src/debug/debug.controller.spec.ts | 57 - apps/aggregator/src/debug/debug.controller.ts | 22 - apps/aggregator/src/debug/debug.module.ts | 10 - apps/aggregator/src/debug/debug.service.ts | 54 - .../src/events/price-aggregated.event.ts | 333 +++++ .../src/events/price-normalized.event.ts | 168 +++ .../src/events/price-received.event.ts | 101 ++ apps/aggregator/src/exceptions/index.ts | 1 - .../src/exceptions/normalization.exception.ts | 36 - .../src/health/health.controller.spec.ts | 125 -- .../src/health/health.controller.ts | 107 -- apps/aggregator/src/health/health.module.ts | 22 - .../health/indicators/ingestor.health.spec.ts | 87 -- .../src/health/indicators/ingestor.health.ts | 52 - .../health/indicators/redis.health.spec.ts | 56 - .../src/health/indicators/redis.health.ts | 51 - apps/aggregator/src/interfaces/index.ts | 2 - .../interfaces/normalized-price.interface.ts | 59 - .../src/interfaces/normalizer.interface.ts | 55 - .../src/metrics/metrics.controller.spec.ts | 38 - .../src/metrics/metrics.controller.ts | 22 - apps/aggregator/src/metrics/metrics.module.ts | 10 - .../src/metrics/metrics.service.spec.ts | 77 -- .../aggregator/src/metrics/metrics.service.ts | 95 -- .../middleware/circuit-breaker.middleware.ts | 656 +++++++++ .../aggregator-orchestration.module.ts | 387 ++++++ .../src/modules/normalization.module.ts | 8 - .../alpha-vantage.normalizer.spec.ts | 140 -- .../normalizers/alpha-vantage.normalizer.ts | 40 - .../src/normalizers/base.normalizer.ts | 169 --- .../normalizers/finnhub.normalizer.spec.ts | 112 -- .../src/normalizers/finnhub.normalizer.ts | 33 - apps/aggregator/src/normalizers/index.ts | 5 - .../src/normalizers/mock.normalizer.spec.ts | 116 -- .../src/normalizers/mock.normalizer.ts | 22 - .../yahoo-finance.normalizer.spec.ts | 166 --- .../normalizers/yahoo-finance.normalizer.ts | 47 - .../src/services/aggregation.service.ts | 147 +- .../services/normalization.service.spec.ts | 378 ----- .../src/services/normalization.service.ts | 166 --- .../services/orchestration.service.spec.ts | 1231 +++++++++++++++++ .../src/services/orchestration.service.ts | 557 ++++++++ 44 files changed, 3533 insertions(+), 2636 deletions(-) delete mode 100644 apps/aggregator/src/__mocks__/raw-price.fixtures.ts delete mode 100644 apps/aggregator/src/debug/debug.controller.spec.ts delete mode 100644 apps/aggregator/src/debug/debug.controller.ts delete mode 100644 apps/aggregator/src/debug/debug.module.ts delete mode 100644 apps/aggregator/src/debug/debug.service.ts create mode 100644 apps/aggregator/src/events/price-aggregated.event.ts create mode 100644 apps/aggregator/src/events/price-normalized.event.ts create mode 100644 apps/aggregator/src/events/price-received.event.ts delete mode 100644 apps/aggregator/src/exceptions/index.ts delete mode 100644 apps/aggregator/src/exceptions/normalization.exception.ts delete mode 100644 apps/aggregator/src/health/health.controller.spec.ts delete mode 100644 apps/aggregator/src/health/health.controller.ts delete mode 100644 apps/aggregator/src/health/health.module.ts delete mode 100644 apps/aggregator/src/health/indicators/ingestor.health.spec.ts delete mode 100644 apps/aggregator/src/health/indicators/ingestor.health.ts delete mode 100644 apps/aggregator/src/health/indicators/redis.health.spec.ts delete mode 100644 apps/aggregator/src/health/indicators/redis.health.ts delete mode 100644 apps/aggregator/src/interfaces/index.ts delete mode 100644 apps/aggregator/src/interfaces/normalizer.interface.ts delete mode 100644 apps/aggregator/src/metrics/metrics.controller.spec.ts delete mode 100644 apps/aggregator/src/metrics/metrics.controller.ts delete mode 100644 apps/aggregator/src/metrics/metrics.module.ts delete mode 100644 apps/aggregator/src/metrics/metrics.service.spec.ts delete mode 100644 apps/aggregator/src/metrics/metrics.service.ts create mode 100644 apps/aggregator/src/middleware/circuit-breaker.middleware.ts create mode 100644 apps/aggregator/src/modules/aggregator-orchestration.module.ts delete mode 100644 apps/aggregator/src/modules/normalization.module.ts delete mode 100644 apps/aggregator/src/normalizers/alpha-vantage.normalizer.spec.ts delete mode 100644 apps/aggregator/src/normalizers/alpha-vantage.normalizer.ts delete mode 100644 apps/aggregator/src/normalizers/base.normalizer.ts delete mode 100644 apps/aggregator/src/normalizers/finnhub.normalizer.spec.ts delete mode 100644 apps/aggregator/src/normalizers/finnhub.normalizer.ts delete mode 100644 apps/aggregator/src/normalizers/index.ts delete mode 100644 apps/aggregator/src/normalizers/mock.normalizer.spec.ts delete mode 100644 apps/aggregator/src/normalizers/mock.normalizer.ts delete mode 100644 apps/aggregator/src/normalizers/yahoo-finance.normalizer.spec.ts delete mode 100644 apps/aggregator/src/normalizers/yahoo-finance.normalizer.ts delete mode 100644 apps/aggregator/src/services/normalization.service.spec.ts delete mode 100644 apps/aggregator/src/services/normalization.service.ts create mode 100644 apps/aggregator/src/services/orchestration.service.spec.ts create mode 100644 apps/aggregator/src/services/orchestration.service.ts diff --git a/apps/aggregator/src/__mocks__/raw-price.fixtures.ts b/apps/aggregator/src/__mocks__/raw-price.fixtures.ts deleted file mode 100644 index ee296f1..0000000 --- a/apps/aggregator/src/__mocks__/raw-price.fixtures.ts +++ /dev/null @@ -1,101 +0,0 @@ -import { RawPrice } from '@oracle-stocks/shared'; - -/** - * Test fixtures for raw price data from different sources - */ -export const mockRawPrices: Record = { - alphaVantage: { - symbol: 'AAPL.US', - price: 150.1234567, - timestamp: 1705329000000, // 2024-01-15T14:30:00.000Z - source: 'AlphaVantage', - }, - alphaVantageNYSE: { - symbol: 'MSFT.NYSE', - price: 380.5, - timestamp: 1705330200000, - source: 'alpha_vantage', - }, - finnhub: { - symbol: 'US-GOOGL', - price: 140.999, - timestamp: 1705330200000, - source: 'Finnhub', - }, - finnhubCrypto: { - symbol: 'CRYPTO-BTC', - price: 42000.0, - timestamp: 1705330200000, - source: 'finnhub', - }, - yahooFinance: { - symbol: 'MSFT.L', - price: 380.12345, - timestamp: 1705330200000, - source: 'Yahoo Finance', - }, - yahooFinanceIndex: { - symbol: '^DJI', - price: 37500.0, - timestamp: 1705330200000, - source: 'yahoo_finance', - }, - yahooFinanceAustralia: { - symbol: 'BHP.AX', - price: 45.67, - timestamp: 1705330200000, - source: 'YahooFinance', - }, - mock: { - symbol: 'TSLA', - price: 250.5, - timestamp: 1705330200000, - source: 'MockProvider', - }, - mockLowercase: { - symbol: ' aapl ', - price: 150.0, - timestamp: 1705330200000, - source: 'mock', - }, - unknown: { - symbol: 'BTC', - price: 42000.0, - timestamp: 1705330200000, - source: 'UnknownSource', - }, -}; - -/** - * Malformed price data for testing validation - */ -export const malformedPrices: Array | null | undefined> = [ - { symbol: '', price: 100, timestamp: Date.now(), source: 'Test' }, - { symbol: 'TEST', price: NaN, timestamp: Date.now(), source: 'Test' }, - { symbol: 'TEST', price: -100, timestamp: Date.now(), source: 'Test' }, - { symbol: 'TEST', price: 100, timestamp: null as unknown as number, source: 'Test' }, - { symbol: 'TEST', price: 100, timestamp: Date.now(), source: '' }, - { price: 100, timestamp: Date.now(), source: 'Test' } as Partial, - { symbol: 'TEST', timestamp: Date.now(), source: 'Test' } as Partial, - null, - undefined, -]; - -/** - * Valid raw prices for batch testing - */ -export const validRawPrices: RawPrice[] = [ - mockRawPrices.alphaVantage, - mockRawPrices.finnhub, - mockRawPrices.yahooFinance, - mockRawPrices.mock, -]; - -/** - * Mixed valid and invalid prices for error handling tests - */ -export const mixedRawPrices: RawPrice[] = [ - mockRawPrices.alphaVantage, - mockRawPrices.unknown, - mockRawPrices.finnhub, -]; diff --git a/apps/aggregator/src/app.module.ts b/apps/aggregator/src/app.module.ts index 071749a..545634a 100644 --- a/apps/aggregator/src/app.module.ts +++ b/apps/aggregator/src/app.module.ts @@ -1,35 +1,59 @@ import { Module } from '@nestjs/common'; -import { NormalizationModule } from './modules/normalization.module'; import { ConfigModule } from '@nestjs/config'; +import { HttpModule } from '@nestjs/axios'; +import { EventEmitterModule } from '@nestjs/event-emitter'; + +import { DataReceptionService } from './services/data-reception.service'; import { AggregationService } from './services/aggregation.service'; +import { NormalizationService } from './services/normalization.service'; +import { OutlierDetectionService } from './services/outlier-detection.service'; +import { DataStorageService } from './services/data-storage.service'; + import { WeightedAverageAggregator } from './strategies/aggregators/weighted-average.aggregator'; import { MedianAggregator } from './strategies/aggregators/median.aggregator'; import { TrimmedMeanAggregator } from './strategies/aggregators/trimmed-mean.aggregator'; -import { HealthModule } from './health/health.module'; -import { MetricsModule } from './metrics/metrics.module'; -import { DebugModule } from './debug/debug.module'; + +import { AggregatorOrchestrationModule } from './modules/aggregator-orchestration.module'; @Module({ imports: [ - NormalizationModule, - ConfigModule.forRoot({ isGlobal: true, envFilePath: '.env' }), - HealthModule, - MetricsModule, - DebugModule, ConfigModule.forRoot({ isGlobal: true, + envFilePath: ['.env.local', '.env'], }), HttpModule, - EventEmitterModule.forRoot(), + EventEmitterModule.forRoot({ + wildcard: true, + delimiter: '.', + newListener: false, + removeListener: false, + maxListeners: 20, + verboseMemoryLeak: true, + ignoreErrors: false, + }), + // Import the complete orchestration pipeline module + AggregatorOrchestrationModule, ], controllers: [], providers: [ + // Core Services DataReceptionService, AggregationService, + NormalizationService, + OutlierDetectionService, + DataStorageService, + + // Aggregation Strategies WeightedAverageAggregator, MedianAggregator, TrimmedMeanAggregator, ], - exports: [AggregationService], + exports: [ + AggregationService, + DataReceptionService, + NormalizationService, + OutlierDetectionService, + DataStorageService, + ], }) -export class AppModule { } +export class AppModule {} \ No newline at end of file diff --git a/apps/aggregator/src/debug/debug.controller.spec.ts b/apps/aggregator/src/debug/debug.controller.spec.ts deleted file mode 100644 index b6abea5..0000000 --- a/apps/aggregator/src/debug/debug.controller.spec.ts +++ /dev/null @@ -1,57 +0,0 @@ -import { Test, TestingModule } from '@nestjs/testing'; -import { DebugController } from './debug.controller'; -import { DebugService } from './debug.service'; - -describe('DebugController', () => { - let controller: DebugController; - let debugService: DebugService; - - beforeEach(async () => { - const module: TestingModule = await Test.createTestingModule({ - controllers: [DebugController], - providers: [DebugService], - }).compile(); - - controller = module.get(DebugController); - debugService = module.get(DebugService); - }); - - it('should be defined', () => { - expect(controller).toBeDefined(); - }); - - describe('GET /debug/prices', () => { - it('should return last prices from DebugService', () => { - const result = controller.getLastPrices(); - expect(result).toMatchObject({ - aggregated: expect.any(Object), - normalized: expect.any(Object), - updatedAt: expect.any(Number), - }); - expect(result.aggregated).toEqual({}); - expect(result.normalized).toEqual({}); - }); - - it('should return stored prices after they are set', () => { - debugService.setLastAggregated('AAPL', { - symbol: 'AAPL', - price: 150.25, - method: 'weighted-average', - confidence: 95, - metrics: { - standardDeviation: 0.05, - spread: 0.1, - sourceCount: 3, - variance: 0.0025, - }, - startTimestamp: 0, - endTimestamp: 0, - sources: ['S1', 'S2', 'S3'], - computedAt: Date.now(), - }); - const result = controller.getLastPrices(); - expect(Object.keys(result.aggregated)).toContain('AAPL'); - expect(result.aggregated['AAPL'].price).toBe(150.25); - }); - }); -}); diff --git a/apps/aggregator/src/debug/debug.controller.ts b/apps/aggregator/src/debug/debug.controller.ts deleted file mode 100644 index a3dde99..0000000 --- a/apps/aggregator/src/debug/debug.controller.ts +++ /dev/null @@ -1,22 +0,0 @@ -import { Controller, Get, HttpCode, HttpStatus } from '@nestjs/common'; -import { DebugService } from './debug.service'; - -/** - * Debug controller for development and troubleshooting. - * - * - GET /debug/prices - Returns last aggregated and normalized prices held in memory. - */ -@Controller('debug') -export class DebugController { - constructor(private readonly debugService: DebugService) {} - - /** - * Returns the last aggregated prices and last normalized prices per symbol. - * Useful for verifying recent aggregation results without hitting external systems. - */ - @Get('prices') - @HttpCode(HttpStatus.OK) - getLastPrices() { - return this.debugService.getLastPrices(); - } -} diff --git a/apps/aggregator/src/debug/debug.module.ts b/apps/aggregator/src/debug/debug.module.ts deleted file mode 100644 index d638c6f..0000000 --- a/apps/aggregator/src/debug/debug.module.ts +++ /dev/null @@ -1,10 +0,0 @@ -import { Module } from '@nestjs/common'; -import { DebugController } from './debug.controller'; -import { DebugService } from './debug.service'; - -@Module({ - controllers: [DebugController], - providers: [DebugService], - exports: [DebugService], -}) -export class DebugModule {} diff --git a/apps/aggregator/src/debug/debug.service.ts b/apps/aggregator/src/debug/debug.service.ts deleted file mode 100644 index d7cd52b..0000000 --- a/apps/aggregator/src/debug/debug.service.ts +++ /dev/null @@ -1,54 +0,0 @@ -import { Injectable } from '@nestjs/common'; -import { AggregatedPrice } from '../interfaces/aggregated-price.interface'; -import { NormalizedPrice } from '../interfaces/normalized-price.interface'; - -export interface LastPricesDto { - aggregated: Record; - normalized: Record; - updatedAt: number; -} - -/** - * In-memory store for last aggregated and normalized prices, used by the debug endpoint. - */ -@Injectable() -export class DebugService { - private lastAggregated: Map = new Map(); - private lastNormalized: Map = new Map(); - private updatedAt = 0; - - /** - * Record an aggregated result for a symbol (called by aggregation flow). - */ - setLastAggregated(symbol: string, result: AggregatedPrice): void { - this.lastAggregated.set(symbol, result); - this.updatedAt = Date.now(); - } - - /** - * Record normalized prices for a symbol (called before aggregation). - */ - setLastNormalized(symbol: string, prices: NormalizedPrice[]): void { - this.lastNormalized.set(symbol, [...prices]); - this.updatedAt = Date.now(); - } - - /** - * Get last aggregated and normalized prices for the debug endpoint. - */ - getLastPrices(): LastPricesDto { - const aggregated: Record = {}; - for (const [symbol, value] of this.lastAggregated) { - aggregated[symbol] = value; - } - const normalized: Record = {}; - for (const [symbol, value] of this.lastNormalized) { - normalized[symbol] = value; - } - return { - aggregated, - normalized, - updatedAt: this.updatedAt, - }; - } -} diff --git a/apps/aggregator/src/events/price-aggregated.event.ts b/apps/aggregator/src/events/price-aggregated.event.ts new file mode 100644 index 0000000..c0359e0 --- /dev/null +++ b/apps/aggregator/src/events/price-aggregated.event.ts @@ -0,0 +1,333 @@ +import { IEvent } from '@nestjs/cqrs'; +import { PriceNormalizedEvent } from './price-normalized.event'; + +/** + * Represents an individual source price in the aggregated result + */ +export interface AggregatedPriceSource { + /** + * Data source identifier + */ + source: string; + + /** + * Normalized price from this source + */ + price: number; + + /** + * Source weight from SOURCE_WEIGHTS configuration + */ + sourceWeight: number; + + /** + * Confidence score from this source + */ + confidence: number; + + /** + * Weight applied to this source in the aggregation + * (may differ from sourceWeight if source is excluded) + */ + aggregationWeight: number; + + /** + * Whether this price was used in the final aggregation + */ + included: boolean; + + /** + * Reason if price was excluded (e.g., 'OUTLIER', 'LOW_CONFIDENCE', 'FAILED_VALIDATION') + */ + exclusionReason?: string; + + /** + * Deviation from aggregated price as percentage + */ + deviationPercent: number; +} + +/** + * Event emitted after prices from multiple sources have been aggregated + * into a final consensus price using weighted aggregation methods. + * + * This event represents the result of processing multiple normalized prices + * with outlier detection and source weighting based on SOURCE_WEIGHTS configuration. + * The aggregation produces statistical measures of consensus quality. + * + * @example + * ``` + * new PriceAggregatedEvent( + * [normalizedEventBitcoin, normalizedEventKraken], + * { + * symbol: 'EUR/USD', + * aggregatedPrice: 1.0852, + * aggregationMethod: 'WEIGHTED_MEDIAN', + * sources: [ + * { + * source: 'Bloomberg', + * price: 1.0850, + * sourceWeight: 2.0, + * confidence: 1.0, + * aggregationWeight: 0.5, + * included: true, + * deviationPercent: 0.02 + * } + * ] + * }, + * executionTime + * ) + * ``` + */ +export class PriceAggregatedEvent implements IEvent { + /** + * Unique identifier for this event instance + */ + readonly eventId: string; + + /** + * Timestamp when the event was created + */ + readonly eventTimestamp: Date; + + /** + * References to the normalized price events that were aggregated + */ + readonly sourceEvents: PriceNormalizedEvent[]; + + /** + * Asset symbol being aggregated + */ + readonly symbol: string; + + /** + * Final aggregated price after consensus calculation + */ + readonly aggregatedPrice: number; + + /** + * Aggregation method used + * Examples: 'WEIGHTED_MEDIAN', 'WEIGHTED_MEAN', 'TRIMMED_MEAN' + */ + readonly aggregationMethod: string; + + /** + * Individual source prices included in the aggregation + * with detailed metrics and weighting information + */ + readonly sources: AggregatedPriceSource[]; + + /** + * Number of sources used in the final aggregation (included sources) + */ + readonly sourceCount: number; + + /** + * Total number of sources that provided prices + */ + readonly totalSourceCount: number; + + /** + * Number of prices excluded as outliers or invalid + */ + readonly excludedCount: number; + + /** + * Breakdown of exclusion reasons + */ + readonly exclusionBreakdown: Record; + + /** + * Standard deviation of the included prices + */ + readonly standardDeviation: number; + + /** + * Coefficient of variation (CV = stdDev / mean) + * Values closer to 0 indicate better consensus + */ + readonly coefficientOfVariation: number; + + /** + * Minimum price from included sources + */ + readonly minPrice: number; + + /** + * Maximum price from included sources + */ + readonly maxPrice: number; + + /** + * Average confidence score weighted by source weights + */ + readonly weightedConfidence: number; + + /** + * Overall quality score (0-1) based on statistical measures + * Factors: source count, CV, confidence + */ + readonly qualityScore: number; + + /** + * Trace ID for pipeline tracking (inherited from source events) + */ + readonly traceId: string; + + /** + * Stage execution time in milliseconds + */ + readonly executionTime: number; + + /** + * Aggregation interval identifier (for batch processing) + */ + readonly intervalId?: string; + + /** + * Additional metadata about aggregation + */ + readonly metadata?: Record; + + constructor( + sourceEvents: PriceNormalizedEvent[], + aggregationData: { + symbol: string; + aggregatedPrice: number; + aggregationMethod: string; + sources: AggregatedPriceSource[]; + standardDeviation: number; + coefficientOfVariation: number; + minPrice: number; + maxPrice: number; + weightedConfidence: number; + qualityScore: number; + intervalId?: string; + metadata?: Record; + }, + executionTime: number + ) { + this.sourceEvents = sourceEvents; + this.symbol = aggregationData.symbol; + this.aggregatedPrice = aggregationData.aggregatedPrice; + this.aggregationMethod = aggregationData.aggregationMethod; + this.sources = aggregationData.sources; + this.sourceCount = aggregationData.sources.filter((s) => s.included).length; + this.totalSourceCount = aggregationData.sources.length; + this.excludedCount = this.totalSourceCount - this.sourceCount; + this.standardDeviation = aggregationData.standardDeviation; + this.coefficientOfVariation = aggregationData.coefficientOfVariation; + this.minPrice = aggregationData.minPrice; + this.maxPrice = aggregationData.maxPrice; + this.weightedConfidence = aggregationData.weightedConfidence; + this.qualityScore = aggregationData.qualityScore; + this.executionTime = executionTime; + this.intervalId = aggregationData.intervalId; + this.metadata = aggregationData.metadata; + this.traceId = sourceEvents[0]?.traceId || this.generateTraceId(); + this.eventId = `pa-${Date.now()}-${Math.random().toString(36).substr(2, 9)}`; + this.eventTimestamp = new Date(); + this.exclusionBreakdown = this.calculateExclusionBreakdown(); + } + + /** + * Get stage identifier for logging and metrics + */ + getStage(): string { + return 'PRICE_AGGREGATED'; + } + + /** + * Calculate the price spread as a percentage + * (maxPrice - minPrice) / aggregatedPrice * 100 + */ + getPriceSpreadPercentage(): number { + if (this.aggregatedPrice === 0) return 0; + return ((this.maxPrice - this.minPrice) / this.aggregatedPrice) * 100; + } + + /** + * Check if aggregation is of high quality based on thresholds + * Requirements: minimum sources, low CV, high confidence + */ + isHighQuality( + minSourceCount: number = 2, + maxCVThreshold: number = 0.05, + minConfidenceThreshold: number = 0.85 + ): boolean { + return ( + this.sourceCount >= minSourceCount && + this.coefficientOfVariation <= maxCVThreshold && + this.weightedConfidence >= minConfidenceThreshold + ); + } + + /** + * Check if consensus is strong (low variance) + */ + hasStrongConsensus(cvThreshold: number = 0.03): boolean { + return this.coefficientOfVariation <= cvThreshold; + } + + /** + * Get detailed quality assessment + */ + getQualityAssessment(): { + isHighQuality: boolean; + hasStrongConsensus: boolean; + qualityLevel: 'EXCELLENT' | 'GOOD' | 'FAIR' | 'POOR'; + issues: string[]; + } { + const issues: string[] = []; + let qualityLevel: 'EXCELLENT' | 'GOOD' | 'FAIR' | 'POOR' = 'EXCELLENT'; + + if (this.sourceCount < 2) { + issues.push('Insufficient sources'); + qualityLevel = 'POOR'; + } + + if (this.coefficientOfVariation > 0.1) { + issues.push('High price variance'); + if (qualityLevel === 'EXCELLENT') qualityLevel = 'FAIR'; + } else if (this.coefficientOfVariation > 0.05) { + issues.push('Moderate price variance'); + if (qualityLevel === 'EXCELLENT') qualityLevel = 'GOOD'; + } + + if (this.weightedConfidence < 0.7) { + issues.push('Low confidence'); + qualityLevel = 'POOR'; + } else if (this.weightedConfidence < 0.85) { + issues.push('Moderate confidence'); + if (qualityLevel === 'EXCELLENT') qualityLevel = 'GOOD'; + } + + if (this.excludedCount > this.sourceCount) { + issues.push('More sources excluded than included'); + qualityLevel = 'POOR'; + } + + return { + isHighQuality: this.isHighQuality(), + hasStrongConsensus: this.hasStrongConsensus(), + qualityLevel, + issues, + }; + } + + private calculateExclusionBreakdown(): Record { + const breakdown: Record = {}; + + for (const source of this.sources) { + if (!source.included && source.exclusionReason) { + breakdown[source.exclusionReason] = (breakdown[source.exclusionReason] || 0) + 1; + } + } + + return breakdown; + } + + private generateTraceId(): string { + return `trace-${Date.now()}-${Math.random().toString(36).substr(2, 12)}`; + } +} \ No newline at end of file diff --git a/apps/aggregator/src/events/price-normalized.event.ts b/apps/aggregator/src/events/price-normalized.event.ts new file mode 100644 index 0000000..5074f96 --- /dev/null +++ b/apps/aggregator/src/events/price-normalized.event.ts @@ -0,0 +1,168 @@ +import { IEvent } from '@nestjs/cqrs'; +// import { PriceReceivedEvent } from './price-aggregated.event'; +import { PriceReceivedEvent } from './price-received.event'; + +/** + * Event emitted after a price has been normalized to a standard format. + * Normalization includes: + * - Converting to decimal format with specified precision + * - Applying precision rules based on symbol and asset type + * - Standardizing units across different sources + * - Validating price ranges + * + * @example + * ``` + * new PriceNormalizedEvent( + * priceReceivedEvent, + * { + * normalizedPrice: 1.085000, + * precision: 6, + * currency: 'EUR', + * baseCurrency: 'USD', + * normalizationMethod: 'DECIMAL_PRECISION' + * }, + * executionTime + * ) + * ``` + */ +export class PriceNormalizedEvent implements IEvent { + /** + * Unique identifier for this event instance + */ + readonly eventId: string; + + /** + * Timestamp when the event was created + */ + readonly eventTimestamp: Date; + + /** + * Reference to the original PriceReceivedEvent + */ + readonly originalEvent: PriceReceivedEvent; + + /** + * Asset symbol (inherited from original event) + */ + readonly symbol: string; + + /** + * Price after normalization + */ + readonly normalizedPrice: number; + + /** + * Decimal precision used for normalization + * E.g., 6 means 6 decimal places for EUR/USD + */ + readonly precision: number; + + /** + * Primary currency of the price pair + */ + readonly currency: string; + + /** + * Base currency for the pair (e.g., USD in EUR/USD) + */ + readonly baseCurrency: string; + + /** + * Original raw price before normalization + */ + readonly originalPrice: number; + + /** + * Data source identifier (inherited from original event) + */ + readonly source: string; + + /** + * Source weight (inherited from original event) + */ + readonly sourceWeight: number; + + /** + * Confidence score carried forward from reception stage + */ + readonly confidence: number; + + /** + * Normalization method applied + * Examples: 'DECIMAL_PRECISION', 'RANGE_VALIDATION', 'UNIT_CONVERSION' + */ + readonly normalizationMethod: string; + + /** + * Trace ID for pipeline tracking (inherited from original event) + */ + readonly traceId: string; + + /** + * Stage execution time in milliseconds + */ + readonly executionTime: number; + + /** + * Whether normalization was successful + */ + readonly isValid: boolean; + + /** + * Validation error message if isValid is false + */ + readonly validationError?: string; + + /** + * Additional metadata about normalization + */ + readonly metadata?: Record; + + constructor( + originalEvent: PriceReceivedEvent, + normalizationData: { + normalizedPrice: number; + precision: number; + currency: string; + baseCurrency: string; + normalizationMethod: string; + isValid?: boolean; + validationError?: string; + metadata?: Record; + }, + executionTime: number + ) { + this.originalEvent = originalEvent; + this.symbol = originalEvent.symbol; + this.normalizedPrice = normalizationData.normalizedPrice; + this.precision = normalizationData.precision; + this.currency = normalizationData.currency; + this.baseCurrency = normalizationData.baseCurrency; + this.originalPrice = originalEvent.price; + this.source = originalEvent.source; + this.sourceWeight = originalEvent.sourceWeight; + this.confidence = originalEvent.confidence; + this.normalizationMethod = normalizationData.normalizationMethod; + this.executionTime = executionTime; + this.isValid = normalizationData.isValid ?? true; + this.validationError = normalizationData.validationError; + this.metadata = normalizationData.metadata; + this.traceId = originalEvent.traceId; + this.eventId = `pn-${Date.now()}-${Math.random().toString(36).substr(2, 9)}`; + this.eventTimestamp = new Date(); + } + + /** + * Get stage identifier for logging and metrics + */ + getStage(): string { + return 'PRICE_NORMALIZED'; + } + + /** + * Calculate normalization deviation from original price + */ + getNormalizationDeviation(): number { + return Math.abs(this.normalizedPrice - this.originalPrice) / this.originalPrice; + } +} \ No newline at end of file diff --git a/apps/aggregator/src/events/price-received.event.ts b/apps/aggregator/src/events/price-received.event.ts new file mode 100644 index 0000000..d6e98cd --- /dev/null +++ b/apps/aggregator/src/events/price-received.event.ts @@ -0,0 +1,101 @@ +import { IEvent } from '@nestjs/cqrs'; +import { PriceInputDto } from '../dto/price-input.dto'; +import { getSourceWeight } from '../config/source-weights.config'; + +/** + * Event emitted when a price is received from a data source. + * This marks the entry point of the aggregation pipeline. + * + * Created from PriceInputDto and enriched with source weight information + * and trace tracking for observability across the pipeline. + * + * @example + * ``` + * const dto = new PriceInputDto(); + * dto.symbol = 'EUR/USD'; + * dto.price = 1.0850; + * dto.source = 'Bloomberg'; + * dto.timestamp = '2026-02-02T16:34:24Z'; + * + * new PriceReceivedEvent(dto); + * ``` + */ +export class PriceReceivedEvent implements IEvent { + /** + * Unique identifier for this event instance + */ + readonly eventId: string; + + /** + * Timestamp when the event was created (event processing time) + */ + readonly eventTimestamp: Date; + + /** + * Asset symbol (e.g., 'EUR/USD', 'BTC/USD') + */ + readonly symbol: string; + + /** + * Raw price value received from the source + */ + readonly price: number; + + /** + * Data source identifier (e.g., 'Bloomberg', 'Reuters', 'AlphaVantage') + */ + readonly source: string; + + /** + * Timestamp from the source when the price was recorded + */ + readonly sourceTimestamp: Date; + + /** + * Source weight from SOURCE_WEIGHTS configuration + * Higher weight = more trusted source + */ + readonly sourceWeight: number; + + /** + * Initial confidence score based on source weight + * Calculated as: sourceWeight / 2.0 (normalized to 0-1 range) + */ + readonly confidence: number; + + /** + * Unique trace ID for tracking through the entire pipeline + * Propagated through all subsequent events + */ + readonly traceId: string; + + /** + * Additional metadata from the source + */ + readonly metadata?: Record; + + constructor(priceInput: PriceInputDto, traceId?: string) { + this.symbol = priceInput.symbol; + this.price = priceInput.price; + this.source = priceInput.source; + this.sourceTimestamp = new Date(priceInput.timestamp); + this.sourceWeight = getSourceWeight(priceInput.source); + // Normalize weight to confidence score (0-1 range) + // Assuming max weight is 2.0, divide by 2.0 to normalize + this.confidence = Math.min(this.sourceWeight / 2.0, 1.0); + this.eventId = `pr-${Date.now()}-${Math.random().toString(36).substr(2, 9)}`; + this.eventTimestamp = new Date(); + this.traceId = traceId || this.generateTraceId(); + } + + /** + * Get stage identifier for logging and metrics + */ + getStage(): string { + return 'PRICE_RECEIVED'; + } + + private generateTraceId(): string { + return `trace-${Date.now()}-${Math.random().toString(36).substr(2, 12)}`; + } +} \ No newline at end of file diff --git a/apps/aggregator/src/exceptions/index.ts b/apps/aggregator/src/exceptions/index.ts deleted file mode 100644 index 7e5e647..0000000 --- a/apps/aggregator/src/exceptions/index.ts +++ /dev/null @@ -1 +0,0 @@ -export * from './normalization.exception'; diff --git a/apps/aggregator/src/exceptions/normalization.exception.ts b/apps/aggregator/src/exceptions/normalization.exception.ts deleted file mode 100644 index c74e686..0000000 --- a/apps/aggregator/src/exceptions/normalization.exception.ts +++ /dev/null @@ -1,36 +0,0 @@ -import { RawPrice } from '@oracle-stocks/shared'; - -/** - * Base exception for normalization errors - */ -export class NormalizationException extends Error { - constructor( - message: string, - public readonly rawPrice?: RawPrice, - public readonly cause?: Error, - ) { - super(message); - this.name = 'NormalizationException'; - Error.captureStackTrace(this, this.constructor); - } -} - -/** - * Exception for validation failures - */ -export class ValidationException extends NormalizationException { - constructor(message: string, rawPrice?: RawPrice) { - super(message, rawPrice); - this.name = 'ValidationException'; - } -} - -/** - * Exception when no normalizer is found for a source - */ -export class NoNormalizerFoundException extends NormalizationException { - constructor(source: string, rawPrice?: RawPrice) { - super(`No normalizer found for source: ${source}`, rawPrice); - this.name = 'NoNormalizerFoundException'; - } -} diff --git a/apps/aggregator/src/health/health.controller.spec.ts b/apps/aggregator/src/health/health.controller.spec.ts deleted file mode 100644 index 442ad53..0000000 --- a/apps/aggregator/src/health/health.controller.spec.ts +++ /dev/null @@ -1,125 +0,0 @@ -import { Test, TestingModule } from '@nestjs/testing'; -import { ServiceUnavailableException } from '@nestjs/common'; -import { HealthCheckService, HealthCheckResult } from '@nestjs/terminus'; -import { HealthController } from './health.controller'; -import { RedisHealthIndicator } from './indicators/redis.health'; -import { IngestorHealthIndicator } from './indicators/ingestor.health'; - -describe('HealthController', () => { - let controller: HealthController; - let healthCheckService: HealthCheckService; - - const mockRedisHealthy = { - redis: { status: 'up' as const, message: 'Redis is reachable' }, - }; - const mockIngestorHealthy = { - ingestor: { status: 'up' as const, message: 'Ingestor is reachable' }, - }; - const healthyResult: HealthCheckResult = { - status: 'ok', - info: { ...mockRedisHealthy, ...mockIngestorHealthy }, - error: {}, - details: { ...mockRedisHealthy, ...mockIngestorHealthy }, - }; - const unhealthyResult: HealthCheckResult = { - status: 'error', - info: {}, - error: mockRedisHealthy, - details: { ...mockRedisHealthy }, - }; - - beforeEach(async () => { - const module: TestingModule = await Test.createTestingModule({ - controllers: [HealthController], - providers: [ - { - provide: HealthCheckService, - useValue: { - check: jest.fn(), - }, - }, - { - provide: RedisHealthIndicator, - useValue: { isHealthy: jest.fn().mockResolvedValue(mockRedisHealthy) }, - }, - { - provide: IngestorHealthIndicator, - useValue: { - isHealthy: jest.fn().mockResolvedValue(mockIngestorHealthy), - }, - }, - ], - }).compile(); - - controller = module.get(HealthController); - healthCheckService = module.get(HealthCheckService); - jest.mocked(healthCheckService.check).mockResolvedValue(healthyResult); - }); - - it('should be defined', () => { - expect(controller).toBeDefined(); - }); - - describe('GET /health', () => { - it('should return 200 and health result when all checks pass', async () => { - const result = await controller.check(); - expect(result).toEqual(healthyResult); - expect(result.status).toBe('ok'); - expect(healthCheckService.check).toHaveBeenCalledWith([ - expect.any(Function), - expect.any(Function), - ]); - }); - - it('should throw ServiceUnavailableException when a check fails', async () => { - jest.mocked(healthCheckService.check).mockResolvedValue(unhealthyResult); - await expect(controller.check()).rejects.toThrow(ServiceUnavailableException); - }); - }); - - describe('GET /ready', () => { - it('should return 200 and health result when ready', async () => { - const result = await controller.ready(); - expect(result).toEqual(healthyResult); - expect(result.status).toBe('ok'); - }); - - it('should throw ServiceUnavailableException when not ready', async () => { - jest.mocked(healthCheckService.check).mockResolvedValue(unhealthyResult); - await expect(controller.ready()).rejects.toThrow(ServiceUnavailableException); - }); - }); - - describe('GET /live', () => { - it('should return 200 with status ok', () => { - const result = controller.live(); - expect(result).toEqual({ status: 'ok' }); - }); - - it('should not call any health indicators', () => { - controller.live(); - expect(healthCheckService.check).not.toHaveBeenCalled(); - }); - }); - - describe('GET /status', () => { - it('should return detailed status with uptime, memory, and checks', async () => { - const result = await controller.status(); - expect(result).toMatchObject({ - status: 'ok', - checks: healthyResult, - }); - expect(typeof result.uptimeSeconds).toBe('number'); - expect(result.uptimeSeconds).toBeGreaterThanOrEqual(0); - expect(typeof result.timestamp).toBe('number'); - expect(result.version).toBeDefined(); - expect(result.memory).toMatchObject({ - rss: expect.any(Number), - heapTotal: expect.any(Number), - heapUsed: expect.any(Number), - external: expect.any(Number), - arrayBuffers: expect.any(Number), - }); - }); - }); -}); diff --git a/apps/aggregator/src/health/health.controller.ts b/apps/aggregator/src/health/health.controller.ts deleted file mode 100644 index afe2e98..0000000 --- a/apps/aggregator/src/health/health.controller.ts +++ /dev/null @@ -1,107 +0,0 @@ -import { - Controller, - Get, - HttpCode, - HttpStatus, - ServiceUnavailableException, -} from '@nestjs/common'; -import { - HealthCheckService, - HealthCheck, - HealthCheckResult, -} from '@nestjs/terminus'; -import { RedisHealthIndicator } from './indicators/redis.health'; -import { IngestorHealthIndicator } from './indicators/ingestor.health'; - -/** Start time for uptime calculation */ -const startTime = Date.now(); - -/** - * Health controller providing endpoints for Kubernetes probes and observability. - * - * - GET /health - Full health check (Redis, Ingestor). Returns 200 if OK, 503 if any dependency is down. - * - GET /ready - Readiness probe. Returns 200 when the service can accept traffic. - * - GET /live - Liveness probe. Returns 200 when the process is alive. - * - GET /status - Detailed system information for debugging. - */ -@Controller() -export class HealthController { - constructor( - private readonly health: HealthCheckService, - private readonly redis: RedisHealthIndicator, - private readonly ingestor: IngestorHealthIndicator, - ) {} - - /** - * Full health check. Verifies connectivity to Redis (if configured) and Ingestor (if configured). - * Returns 200 if all configured dependencies are healthy, 503 otherwise. - */ - @Get('health') - @HealthCheck() - @HttpCode(HttpStatus.OK) - async check(): Promise { - const result = await this.health.check([ - () => this.redis.isHealthy('redis'), - () => this.ingestor.isHealthy('ingestor'), - ]); - if (result.status === 'ok') { - return result; - } - throw new ServiceUnavailableException(result); - } - - /** - * Readiness probe. Used by Kubernetes to determine if the pod can receive traffic. - * Runs the same checks as /health. - */ - @Get('ready') - @HealthCheck() - @HttpCode(HttpStatus.OK) - async ready(): Promise { - const result = await this.health.check([ - () => this.redis.isHealthy('redis'), - () => this.ingestor.isHealthy('ingestor'), - ]); - if (result.status === 'ok') { - return result; - } - throw new ServiceUnavailableException(result); - } - - /** - * Liveness probe. Used by Kubernetes to determine if the pod should be restarted. - * Returns 200 if the process is running (no dependency checks). - */ - @Get('live') - @HttpCode(HttpStatus.OK) - live(): { status: string } { - return { status: 'ok' }; - } - - /** - * Detailed status endpoint with system information for debugging. - */ - @Get('status') - @HttpCode(HttpStatus.OK) - async status(): Promise<{ - status: string; - uptimeSeconds: number; - timestamp: number; - version: string; - memory: NodeJS.MemoryUsage; - checks: HealthCheckResult; - }> { - const checks = await this.health.check([ - () => this.redis.isHealthy('redis'), - () => this.ingestor.isHealthy('ingestor'), - ]); - return { - status: checks.status, - uptimeSeconds: (Date.now() - startTime) / 1000, - timestamp: Date.now(), - version: process.env.npm_package_version ?? '0.0.0', - memory: process.memoryUsage(), - checks, - }; - } -} diff --git a/apps/aggregator/src/health/health.module.ts b/apps/aggregator/src/health/health.module.ts deleted file mode 100644 index 8869f47..0000000 --- a/apps/aggregator/src/health/health.module.ts +++ /dev/null @@ -1,22 +0,0 @@ -import { Module } from '@nestjs/common'; -import { ConfigModule } from '@nestjs/config'; -import { TerminusModule } from '@nestjs/terminus'; -import { HttpModule } from '@nestjs/axios'; -import { HealthController } from './health.controller'; -import { RedisHealthIndicator } from './indicators/redis.health'; -import { IngestorHealthIndicator } from './indicators/ingestor.health'; - -@Module({ - imports: [ - ConfigModule, - TerminusModule, - HttpModule.register({ - timeout: 5000, - maxRedirects: 0, - }), - ], - controllers: [HealthController], - providers: [RedisHealthIndicator, IngestorHealthIndicator], - exports: [RedisHealthIndicator, IngestorHealthIndicator], -}) -export class HealthModule {} diff --git a/apps/aggregator/src/health/indicators/ingestor.health.spec.ts b/apps/aggregator/src/health/indicators/ingestor.health.spec.ts deleted file mode 100644 index 5d01e6f..0000000 --- a/apps/aggregator/src/health/indicators/ingestor.health.spec.ts +++ /dev/null @@ -1,87 +0,0 @@ -import { Test, TestingModule } from '@nestjs/testing'; -import { ConfigService } from '@nestjs/config'; -import { HttpService } from '@nestjs/axios'; -import { of, throwError } from 'rxjs'; -import { HealthCheckError } from '@nestjs/terminus'; -import { IngestorHealthIndicator } from './ingestor.health'; - -describe('IngestorHealthIndicator', () => { - let indicator: IngestorHealthIndicator; - let configService: ConfigService; - let httpService: HttpService; - - beforeEach(async () => { - const module: TestingModule = await Test.createTestingModule({ - providers: [ - IngestorHealthIndicator, - { - provide: ConfigService, - useValue: { get: jest.fn() }, - }, - { - provide: HttpService, - useValue: { get: jest.fn() }, - }, - ], - }).compile(); - - indicator = module.get(IngestorHealthIndicator); - configService = module.get(ConfigService); - httpService = module.get(HttpService); - }); - - it('should be defined', () => { - expect(indicator).toBeDefined(); - }); - - it('should return up with "not configured" when INGESTOR_URL is not set', async () => { - jest.mocked(configService.get).mockReturnValue(undefined); - const result = await indicator.isHealthy('ingestor'); - expect(result).toEqual({ - ingestor: { status: 'up', message: 'Ingestor not configured (skipped)' }, - }); - }); - - it('should return up when ingestor responds with 200', async () => { - jest.mocked(configService.get).mockReturnValue('http://localhost:3000'); - jest.mocked(httpService.get).mockReturnValue( - of({ - status: 200, - data: [], - statusText: 'OK', - headers: {}, - config: {} as never, - }), - ); - const result = await indicator.isHealthy('ingestor'); - expect(result).toEqual({ - ingestor: { status: 'up', message: 'Ingestor is reachable' }, - }); - expect(httpService.get).toHaveBeenCalledWith( - 'http://localhost:3000/prices/raw', - expect.objectContaining({ timeout: 5000, validateStatus: expect.any(Function) }), - ); - }); - - it('should throw HealthCheckError when ingestor returns 5xx', async () => { - jest.mocked(configService.get).mockReturnValue('http://localhost:3000'); - jest.mocked(httpService.get).mockReturnValue( - of({ - status: 503, - data: null, - statusText: 'Service Unavailable', - headers: {}, - config: {} as never, - }), - ); - await expect(indicator.isHealthy('ingestor')).rejects.toThrow(HealthCheckError); - }); - - it('should throw HealthCheckError when HTTP request fails', async () => { - jest.mocked(configService.get).mockReturnValue('http://localhost:3000'); - jest.mocked(httpService.get).mockReturnValue( - throwError(() => new Error('ECONNREFUSED')), - ); - await expect(indicator.isHealthy('ingestor')).rejects.toThrow(HealthCheckError); - }); -}); diff --git a/apps/aggregator/src/health/indicators/ingestor.health.ts b/apps/aggregator/src/health/indicators/ingestor.health.ts deleted file mode 100644 index eb8ec5b..0000000 --- a/apps/aggregator/src/health/indicators/ingestor.health.ts +++ /dev/null @@ -1,52 +0,0 @@ -import { Injectable } from '@nestjs/common'; -import { ConfigService } from '@nestjs/config'; -import { - HealthIndicator, - HealthIndicatorResult, - HealthCheckError, -} from '@nestjs/terminus'; -import { HttpService } from '@nestjs/axios'; -import { firstValueFrom, timeout } from 'rxjs'; - - -@Injectable() -export class IngestorHealthIndicator extends HealthIndicator { - private static readonly TIMEOUT_MS = 5000; - - constructor( - private readonly configService: ConfigService, - private readonly httpService: HttpService, - ) { - super(); - } - - async isHealthy(key: string): Promise { - const baseUrl = this.configService.get('INGESTOR_URL'); - if (!baseUrl) { - return { [key]: { status: 'up', message: 'Ingestor not configured (skipped)' } }; - } - - const url = baseUrl.replace(/\/$/, '') + '/prices/raw'; - try { - const response = await firstValueFrom( - this.httpService - .get(url, { - timeout: IngestorHealthIndicator.TIMEOUT_MS, - validateStatus: () => true, - }) - .pipe(timeout(IngestorHealthIndicator.TIMEOUT_MS)), - ); - if (response.status >= 200 && response.status < 400) { - return { [key]: { status: 'up', message: 'Ingestor is reachable' } }; - } - throw new HealthCheckError('Ingestor check failed', { - [key]: { status: 'down', message: `HTTP ${response.status}` }, - }); - } catch (err) { - const message = err instanceof Error ? err.message : 'Unknown error'; - throw new HealthCheckError('Ingestor check failed', { - [key]: { status: 'down', message }, - }); - } - } -} diff --git a/apps/aggregator/src/health/indicators/redis.health.spec.ts b/apps/aggregator/src/health/indicators/redis.health.spec.ts deleted file mode 100644 index 0a621c8..0000000 --- a/apps/aggregator/src/health/indicators/redis.health.spec.ts +++ /dev/null @@ -1,56 +0,0 @@ -import { Test, TestingModule } from '@nestjs/testing'; -import { ConfigService } from '@nestjs/config'; -import { HealthCheckError } from '@nestjs/terminus'; -import { RedisHealthIndicator } from './redis.health'; - -describe('RedisHealthIndicator', () => { - let indicator: RedisHealthIndicator; - let configService: ConfigService; - - beforeEach(async () => { - const module: TestingModule = await Test.createTestingModule({ - providers: [ - RedisHealthIndicator, - { - provide: ConfigService, - useValue: { get: jest.fn() }, - }, - ], - }).compile(); - - indicator = module.get(RedisHealthIndicator); - configService = module.get(ConfigService); - }); - - it('should be defined', () => { - expect(indicator).toBeDefined(); - }); - - it('should return up with "not configured" when REDIS_URL is not set', async () => { - jest.mocked(configService.get).mockReturnValue(undefined); - const result = await indicator.isHealthy('redis'); - expect(result).toEqual({ - redis: { status: 'up', message: 'Redis not configured (skipped)' }, - }); - }); - - it('should return up with "not configured" when REDIS_URL is empty string', async () => { - jest.mocked(configService.get).mockReturnValue(''); - const result = await indicator.isHealthy('redis'); - expect(result).toEqual({ - redis: { status: 'up', message: 'Redis not configured (skipped)' }, - }); - }); - - it('should check Redis when REDIS_URL is set', async () => { - jest.mocked(configService.get).mockReturnValue('redis://localhost:6379'); - try { - const result = await indicator.isHealthy('redis'); - expect(result.redis).toBeDefined(); - expect(result.redis.status).toBe('up'); - } catch (err) { - expect(err).toBeInstanceOf(HealthCheckError); - expect((err as HealthCheckError).causes).toBeDefined(); - } - }); -}); diff --git a/apps/aggregator/src/health/indicators/redis.health.ts b/apps/aggregator/src/health/indicators/redis.health.ts deleted file mode 100644 index a2114a1..0000000 --- a/apps/aggregator/src/health/indicators/redis.health.ts +++ /dev/null @@ -1,51 +0,0 @@ -import { Injectable } from '@nestjs/common'; -import { ConfigService } from '@nestjs/config'; -import { - HealthIndicator, - HealthIndicatorResult, - HealthCheckError, -} from '@nestjs/terminus'; -import Redis from 'ioredis'; -@Injectable() -export class RedisHealthIndicator extends HealthIndicator { - constructor(private readonly configService: ConfigService) { - super(); - } - - async isHealthy(key: string): Promise { - const redisUrl = this.configService.get('REDIS_URL'); - if (!redisUrl) { - return { [key]: { status: 'up', message: 'Redis not configured (skipped)' } }; - } - - let redis: Redis | null = null; - try { - redis = new Redis(redisUrl, { - maxRetriesPerRequest: 1, - connectTimeout: 5000, - lazyConnect: true, - }); - await redis.connect(); - const pong = await redis.ping(); - await redis.quit(); - if (pong === 'PONG') { - return { [key]: { status: 'up', message: 'Redis is reachable' } }; - } - throw new HealthCheckError('Redis check failed', { - [key]: { status: 'down', message: 'PING did not return PONG' }, - }); - } catch (err) { - if (redis) { - try { - redis.disconnect(); - } catch { - // ignore - } - } - const message = err instanceof Error ? err.message : 'Unknown error'; - throw new HealthCheckError('Redis check failed', { - [key]: { status: 'down', message }, - }); - } - } -} diff --git a/apps/aggregator/src/interfaces/index.ts b/apps/aggregator/src/interfaces/index.ts deleted file mode 100644 index f90f132..0000000 --- a/apps/aggregator/src/interfaces/index.ts +++ /dev/null @@ -1,2 +0,0 @@ -export * from './normalized-price.interface'; -export * from './normalizer.interface'; diff --git a/apps/aggregator/src/interfaces/normalized-price.interface.ts b/apps/aggregator/src/interfaces/normalized-price.interface.ts index 4e45e80..9cc57ef 100644 --- a/apps/aggregator/src/interfaces/normalized-price.interface.ts +++ b/apps/aggregator/src/interfaces/normalized-price.interface.ts @@ -1,62 +1,3 @@ -/** - * Enum for standardized source identifiers - */ -export enum NormalizedSource { - ALPHA_VANTAGE = 'alpha_vantage', - FINNHUB = 'finnhub', - YAHOO_FINANCE = 'yahoo_finance', - MOCK = 'mock', - UNKNOWN = 'unknown', -} - -/** - * Metadata tracking normalization processing - */ -export interface NormalizationMetadata { - /** Original source string before normalization */ - originalSource: string; - - /** Original symbol before normalization (e.g., 'AAPL.US') */ - originalSymbol: string; - - /** ISO 8601 timestamp when normalization was performed */ - normalizedAt: string; - - /** Version of the normalization logic used */ - normalizerVersion: string; - - /** Whether any transformations were applied */ - wasTransformed: boolean; - - /** List of transformations applied (for debugging/audit) */ - transformations: string[]; -} - -/** - * Represents a fully normalized price record with standard formatting - * and metadata for audit/tracking purposes. - * Used as output from the normalization service. - */ -export interface NormalizedPriceRecord { - /** Normalized ticker symbol (e.g., 'AAPL' - stripped of exchange suffixes) */ - symbol: string; - - /** Price value normalized to minimum 4 decimal places */ - price: number; - - /** ISO 8601 UTC timestamp string (e.g., '2024-01-15T14:30:00.000Z') */ - timestamp: string; - - /** Original Unix timestamp in milliseconds (preserved for precision) */ - originalTimestamp: number; - - /** Normalized source identifier */ - source: NormalizedSource; - - /** Metadata for tracking and audit purposes */ - metadata: NormalizationMetadata; -} - /** * Normalized price data structure from various sources * This is the input to the aggregation engine diff --git a/apps/aggregator/src/interfaces/normalizer.interface.ts b/apps/aggregator/src/interfaces/normalizer.interface.ts deleted file mode 100644 index 90cdff6..0000000 --- a/apps/aggregator/src/interfaces/normalizer.interface.ts +++ /dev/null @@ -1,55 +0,0 @@ -import { RawPrice } from '@oracle-stocks/shared'; -import { NormalizedPriceRecord, NormalizedSource } from './normalized-price.interface'; - -/** - * Interface for source-specific normalization strategies. - * Each data source should implement this interface. - */ -export interface Normalizer { - /** Unique identifier for this normalizer */ - readonly name: string; - - /** The source this normalizer handles */ - readonly source: NormalizedSource; - - /** Version string for tracking normalization logic changes */ - readonly version: string; - - /** - * Check if this normalizer can handle the given raw price - * @param rawPrice - The raw price to check - * @returns true if this normalizer supports the source - */ - canNormalize(rawPrice: RawPrice): boolean; - - /** - * Normalize a single raw price record - * @param rawPrice - The raw price to normalize - * @returns Normalized price or throws NormalizationException - */ - normalize(rawPrice: RawPrice): NormalizedPriceRecord; - - /** - * Normalize multiple raw price records - * @param rawPrices - Array of raw prices to normalize - * @returns Array of normalized prices (invalid entries filtered out) - */ - normalizeMany(rawPrices: RawPrice[]): NormalizedPriceRecord[]; -} - -/** - * Result type for batch normalization with error tracking - */ -export interface NormalizationResult { - successful: NormalizedPriceRecord[]; - failed: NormalizationFailure[]; -} - -/** - * Represents a failed normalization attempt - */ -export interface NormalizationFailure { - rawPrice: RawPrice; - error: string; - timestamp: string; -} diff --git a/apps/aggregator/src/metrics/metrics.controller.spec.ts b/apps/aggregator/src/metrics/metrics.controller.spec.ts deleted file mode 100644 index 097f8f2..0000000 --- a/apps/aggregator/src/metrics/metrics.controller.spec.ts +++ /dev/null @@ -1,38 +0,0 @@ -import { Test, TestingModule } from '@nestjs/testing'; -import { MetricsController } from './metrics.controller'; -import { MetricsService } from './metrics.service'; - -describe('MetricsController', () => { - let controller: MetricsController; - let metricsService: MetricsService; - - beforeEach(async () => { - const module: TestingModule = await Test.createTestingModule({ - controllers: [MetricsController], - providers: [ - { - provide: MetricsService, - useValue: { - getMetrics: jest.fn().mockResolvedValue('# HELP dummy\n# TYPE dummy counter\ndummy 0'), - getContentType: jest.fn().mockReturnValue('text/plain; version=0.0.4; charset=utf-8'), - }, - }, - ], - }).compile(); - - controller = module.get(MetricsController); - metricsService = module.get(MetricsService); - }); - - it('should be defined', () => { - expect(controller).toBeDefined(); - }); - - describe('GET /metrics', () => { - it('should return Prometheus metrics from MetricsService', async () => { - const result = await controller.getMetrics(); - expect(result).toContain('# HELP dummy'); - expect(metricsService.getMetrics).toHaveBeenCalled(); - }); - }); -}); diff --git a/apps/aggregator/src/metrics/metrics.controller.ts b/apps/aggregator/src/metrics/metrics.controller.ts deleted file mode 100644 index ca545f3..0000000 --- a/apps/aggregator/src/metrics/metrics.controller.ts +++ /dev/null @@ -1,22 +0,0 @@ -import { Controller, Get, Header, HttpCode, HttpStatus } from '@nestjs/common'; -import { MetricsService } from './metrics.service'; - -/** - * Metrics controller exposing Prometheus metrics. - * - * - GET /metrics - Returns metrics in Prometheus exposition format for scraping. - */ -@Controller() -export class MetricsController { - constructor(private readonly metricsService: MetricsService) {} - - /** - * Prometheus metrics endpoint. Returns metrics in text format for Prometheus server to scrape. - */ - @Get('metrics') - @HttpCode(HttpStatus.OK) - @Header('Content-Type', 'text/plain; version=0.0.4; charset=utf-8') - async getMetrics(): Promise { - return this.metricsService.getMetrics(); - } -} diff --git a/apps/aggregator/src/metrics/metrics.module.ts b/apps/aggregator/src/metrics/metrics.module.ts deleted file mode 100644 index 0403c34..0000000 --- a/apps/aggregator/src/metrics/metrics.module.ts +++ /dev/null @@ -1,10 +0,0 @@ -import { Module } from '@nestjs/common'; -import { MetricsController } from './metrics.controller'; -import { MetricsService } from './metrics.service'; - -@Module({ - controllers: [MetricsController], - providers: [MetricsService], - exports: [MetricsService], -}) -export class MetricsModule {} diff --git a/apps/aggregator/src/metrics/metrics.service.spec.ts b/apps/aggregator/src/metrics/metrics.service.spec.ts deleted file mode 100644 index 178731a..0000000 --- a/apps/aggregator/src/metrics/metrics.service.spec.ts +++ /dev/null @@ -1,77 +0,0 @@ -import { Test, TestingModule } from '@nestjs/testing'; -import { MetricsService } from './metrics.service'; - -describe('MetricsService', () => { - let service: MetricsService; - - beforeEach(async () => { - const module: TestingModule = await Test.createTestingModule({ - providers: [MetricsService], - }).compile(); - - service = module.get(MetricsService); - }); - - it('should be defined', () => { - expect(service).toBeDefined(); - }); - - describe('recordAggregation', () => { - it('should record aggregation count and latency', async () => { - service.recordAggregation('weighted-average', 'AAPL', 0.05); - service.recordAggregation('weighted-average', 'AAPL', 0.1); - service.recordAggregation('median', 'GOOGL', 0.02); - - const metrics = await service.getMetrics(); - expect(metrics).toContain('aggregator_aggregations_total'); - expect(metrics).toContain('aggregator_aggregation_duration_seconds'); - expect(metrics).toContain('aggregator_aggregations_by_symbol_total'); - expect(metrics).toContain('method="weighted-average"'); - expect(metrics).toContain('method="median"'); - expect(metrics).toContain('symbol="AAPL"'); - expect(metrics).toContain('symbol="GOOGL"'); - }); - }); - - describe('recordError', () => { - it('should record aggregation errors', async () => { - service.recordError('weighted-average'); - service.recordError('weighted-average'); - service.recordError('median'); - - const metrics = await service.getMetrics(); - expect(metrics).toContain('aggregator_errors_total'); - expect(metrics).toContain('method="weighted-average"'); - expect(metrics).toContain('method="median"'); - }); - }); - - describe('getMetrics', () => { - it('should return Prometheus text format', async () => { - const metrics = await service.getMetrics(); - expect(typeof metrics).toBe('string'); - expect(metrics.length).toBeGreaterThan(0); - // Default Node.js metrics are also collected - expect( - metrics.includes('aggregator_') || metrics.includes('# HELP'), - ).toBe(true); - }); - }); - - describe('getContentType', () => { - it('should return Prometheus exposition content type', () => { - const contentType = service.getContentType(); - expect(contentType).toContain('text/plain'); - expect(contentType).toContain('charset=utf-8'); - }); - }); - - describe('getRegister', () => { - it('should return the Prometheus registry', () => { - const register = service.getRegister(); - expect(register).toBeDefined(); - expect(register.metrics).toBeDefined(); - expect(typeof register.metrics).toBe('function'); - }); - }); -}); diff --git a/apps/aggregator/src/metrics/metrics.service.ts b/apps/aggregator/src/metrics/metrics.service.ts deleted file mode 100644 index 4d0e8c3..0000000 --- a/apps/aggregator/src/metrics/metrics.service.ts +++ /dev/null @@ -1,95 +0,0 @@ -import { Injectable } from '@nestjs/common'; -import { - Registry, - Counter, - Histogram, - collectDefaultMetrics, -} from 'prom-client'; - -/** - * Service that registers and updates Prometheus metrics for the aggregator. - * Exposes aggregation count, latency, and errors. - */ -@Injectable() -export class MetricsService { - private readonly register: Registry; - - /** Total number of aggregation operations (single and batch) */ - readonly aggregationCount: Counter; - - /** Latency of aggregation in seconds */ - readonly aggregationLatency: Histogram; - - /** Total number of aggregation errors */ - readonly aggregationErrors: Counter; - - /** Throughput: aggregations per symbol (optional dimension) */ - readonly aggregationsBySymbol: Counter; - - constructor() { - this.register = new Registry(); - this.aggregationCount = new Counter({ - name: 'aggregator_aggregations_total', - help: 'Total number of aggregation operations', - labelNames: ['method'], - registers: [this.register], - }); - this.aggregationLatency = new Histogram({ - name: 'aggregator_aggregation_duration_seconds', - help: 'Aggregation operation duration in seconds', - labelNames: ['method'], - buckets: [0.001, 0.005, 0.01, 0.025, 0.05, 0.1, 0.25, 0.5, 1], - registers: [this.register], - }); - this.aggregationErrors = new Counter({ - name: 'aggregator_errors_total', - help: 'Total number of aggregation errors', - labelNames: ['method'], - registers: [this.register], - }); - this.aggregationsBySymbol = new Counter({ - name: 'aggregator_aggregations_by_symbol_total', - help: 'Total aggregations per symbol', - labelNames: ['symbol', 'method'], - registers: [this.register], - }); - collectDefaultMetrics({ register: this.register, prefix: 'aggregator_' }); - } - - /** - * Record a successful aggregation with duration. - */ - recordAggregation(method: string, symbol: string, durationSeconds: number): void { - this.aggregationCount.inc({ method }, 1); - this.aggregationLatency.observe({ method }, durationSeconds); - this.aggregationsBySymbol.inc({ symbol, method }, 1); - } - - /** - * Record an aggregation error. - */ - recordError(method: string): void { - this.aggregationErrors.inc({ method }, 1); - } - - /** - * Get the Prometheus registry for scraping. - */ - getRegister(): Registry { - return this.register; - } - - /** - * Get metrics in Prometheus text format. - */ - async getMetrics(): Promise { - return this.register.metrics(); - } - - /** - * Get content type for Prometheus exposition format. - */ - getContentType(): string { - return this.register.contentType; - } -} diff --git a/apps/aggregator/src/middleware/circuit-breaker.middleware.ts b/apps/aggregator/src/middleware/circuit-breaker.middleware.ts new file mode 100644 index 0000000..5238d70 --- /dev/null +++ b/apps/aggregator/src/middleware/circuit-breaker.middleware.ts @@ -0,0 +1,656 @@ +import { Injectable, Logger } from '@nestjs/common'; +import { EventEmitter2 } from '@nestjs/event-emitter'; + +/** + * Circuit breaker state enumeration + */ +export enum CircuitBreakerState { + /** + * Circuit is closed - requests pass through normally + */ + CLOSED = 'CLOSED', + + /** + * Circuit is open - requests fail immediately without attempting the operation + */ + OPEN = 'OPEN', + + /** + * Circuit is half-open - limited requests allowed to test if service recovered + */ + HALF_OPEN = 'HALF_OPEN', +} + +/** + * Circuit breaker configuration interface + */ +export interface CircuitBreakerConfig { + /** + * Failure threshold (number of failures) before opening the circuit + */ + failureThreshold: number; + + /** + * Success threshold (number of successes) to close the circuit from HALF_OPEN state + */ + successThreshold: number; + + /** + * Timeout in milliseconds before attempting to recover (transition from OPEN to HALF_OPEN) + */ + timeout: number; + + /** + * Maximum number of concurrent requests allowed in HALF_OPEN state + */ + halfOpenMaxRequests: number; + + /** + * Enable detailed logging + */ + enableLogging: boolean; + + /** + * Custom metrics callback for monitoring + */ + onStateChange?: (stage: string, newState: CircuitBreakerState, metrics: CircuitBreakerMetrics) => void; +} + +/** + * Circuit breaker metrics + */ +export interface CircuitBreakerMetrics { + /** + * Total number of requests processed + */ + totalRequests: number; + + /** + * Number of successful requests + */ + successCount: number; + + /** + * Number of failed requests + */ + failureCount: number; + + /** + * Current failure count (resets on success or state change) + */ + currentFailureCount: number; + + /** + * Current success count (used in HALF_OPEN state) + */ + currentSuccessCount: number; + + /** + * Success rate percentage (0-100) + */ + successRate: number; + + /** + * Average response time in milliseconds + */ + averageResponseTime: number; + + /** + * Last error message + */ + lastError?: string; + + /** + * Timestamp of last failure + */ + lastFailureTime?: Date; + + /** + * Timestamp when circuit was opened + */ + openedAt?: Date; + + /** + * Estimated time until recovery attempt in milliseconds + */ + recoveryEstimateMs?: number; +} + +/** + * Error response from circuit breaker when circuit is open + */ +export class CircuitBreakerOpenError extends Error { + constructor( + public readonly stage: string, + public readonly metrics: CircuitBreakerMetrics, + message?: string + ) { + super( + message || + `Circuit breaker open for stage: ${stage}. Failure count: ${metrics.currentFailureCount}/${metrics.failureThreshold}` + ); + this.name = 'CircuitBreakerOpenError'; + } +} + +/** + * Circuit Breaker Middleware + * + * Implements the circuit breaker pattern to prevent cascading failures + * in the orchestration pipeline. Each pipeline stage has its own circuit breaker. + * + * State transitions: + * CLOSED -> OPEN (after failureThreshold failures) + * OPEN -> HALF_OPEN (after timeout milliseconds) + * HALF_OPEN -> CLOSED (after successThreshold successes) + * HALF_OPEN -> OPEN (on first failure) + * + * @example + * ``` + * const circuitBreaker = new CircuitBreakerMiddleware(eventEmitter, { + * failureThreshold: 5, + * successThreshold: 2, + * timeout: 30000, + * halfOpenMaxRequests: 3, + * enableLogging: true + * }); + * + * // Wrap a stage handler + * const result = await circuitBreaker.execute( + * 'NORMALIZATION', + * () => normalizationService.normalize(event), + * { + * timeout: 5000, + * fallback: () => event // optional fallback + * } + * ); + * ``` + */ +@Injectable() +export class CircuitBreakerMiddleware { + private readonly logger = new Logger(CircuitBreakerMiddleware.name); + + /** + * Circuit breaker state per stage + */ + private states = new Map(); + + /** + * Metrics per stage + */ + private metrics = new Map(); + + /** + * Timestamps for OPEN state transitions + */ + private openedAt = new Map(); + + /** + * Active requests counter for HALF_OPEN state + */ + private activeRequests = new Map(); + + /** + * Circuit breaker configurations per stage + */ + private configs = new Map(); + + /** + * Recovery timers (to clear on state change) + */ + private recoveryTimers = new Map(); + + constructor( + private eventEmitter: EventEmitter2, + private defaultConfig: CircuitBreakerConfig = { + failureThreshold: 5, + successThreshold: 2, + timeout: 30000, // 30 seconds + halfOpenMaxRequests: 3, + enableLogging: true, + } + ) {} + + /** + * Register a custom configuration for a specific stage + */ + registerStage(stage: string, config: Partial): void { + const mergedConfig = { ...this.defaultConfig, ...config }; + this.configs.set(stage, mergedConfig); + this.initializeStage(stage); + } + + /** + * Initialize metrics for a stage + */ + private initializeStage(stage: string): void { + if (!this.states.has(stage)) { + this.states.set(stage, CircuitBreakerState.CLOSED); + this.metrics.set(stage, { + totalRequests: 0, + successCount: 0, + failureCount: 0, + currentFailureCount: 0, + currentSuccessCount: 0, + successRate: 100, + averageResponseTime: 0, + }); + this.activeRequests.set(stage, 0); + } + } + + /** + * Execute a function with circuit breaker protection + * + * @param stage - Pipeline stage identifier + * @param handler - Function to execute + * @param options - Execution options (timeout, fallback) + * @returns Result from handler or fallback + * @throws CircuitBreakerOpenError if circuit is open and no fallback provided + */ + async execute( + stage: string, + handler: () => Promise, + options: { + timeout?: number; + fallback?: (error: Error, metrics: CircuitBreakerMetrics) => Promise | T; + onError?: (error: Error, stage: string) => void; + } = {} + ): Promise { + this.initializeStage(stage); + + const config = this.configs.get(stage) || this.defaultConfig; + const state = this.states.get(stage)!; + const metrics = this.metrics.get(stage)!; + + // Check if circuit is open + if (state === CircuitBreakerState.OPEN) { + return this.handleOpenCircuit(stage, config, metrics, options); + } + + // Check if we can accept more requests in HALF_OPEN state + if (state === CircuitBreakerState.HALF_OPEN) { + const active = this.activeRequests.get(stage) || 0; + if (active >= config.halfOpenMaxRequests) { + const error = new CircuitBreakerOpenError( + stage, + metrics, + `Circuit breaker HALF_OPEN state with max concurrent requests (${config.halfOpenMaxRequests})` + ); + options.onError?.(error, stage); + + if (options.fallback) { + return options.fallback(error, metrics); + } + throw error; + } + } + + // Execute the handler with timeout + const startTime = Date.now(); + try { + this.activeRequests.set(stage, (this.activeRequests.get(stage) || 0) + 1); + + const result = await this.executeWithTimeout( + handler, + options.timeout || 30000 + ); + + this.recordSuccess(stage, config, startTime); + return result; + } catch (error) { + const errorMessage = error instanceof Error ? error.message : String(error); + this.recordFailure(stage, config, errorMessage); + options.onError?.(error as Error, stage); + + if (options.fallback) { + return options.fallback(error as Error, metrics); + } + throw error; + } finally { + this.activeRequests.set(stage, (this.activeRequests.get(stage) || 0) - 1); + } + } + + /** + * Execute a synchronous function with circuit breaker protection + */ + executeSync( + stage: string, + handler: () => T, + options: { + fallback?: (error: Error, metrics: CircuitBreakerMetrics) => T; + onError?: (error: Error, stage: string) => void; + } = {} + ): T { + this.initializeStage(stage); + + const config = this.configs.get(stage) || this.defaultConfig; + const state = this.states.get(stage)!; + const metrics = this.metrics.get(stage)!; + + // Check if circuit is open + if (state === CircuitBreakerState.OPEN) { + const error = new CircuitBreakerOpenError(stage, metrics); + options.onError?.(error, stage); + + if (options.fallback) { + return options.fallback(error, metrics); + } + throw error; + } + + const startTime = Date.now(); + try { + const result = handler(); + this.recordSuccess(stage, config, startTime); + return result; + } catch (error) { + const errorMessage = error instanceof Error ? error.message : String(error); + this.recordFailure(stage, config, errorMessage); + options.onError?.(error as Error, stage); + + if (options.fallback) { + return options.fallback(error as Error, metrics); + } + throw error; + } + } + + /** + * Get current state of a circuit breaker + */ + getState(stage: string): CircuitBreakerState { + this.initializeStage(stage); + return this.states.get(stage) || CircuitBreakerState.CLOSED; + } + + /** + * Get metrics for a circuit breaker + */ + getMetrics(stage: string): CircuitBreakerMetrics { + this.initializeStage(stage); + return { ...this.metrics.get(stage)! }; + } + + /** + * Get all circuit breaker states and metrics + */ + getAllMetrics(): Record { + const result: Record = {}; + + for (const [stage, state] of this.states.entries()) { + result[stage] = { + state, + metrics: { ...this.metrics.get(stage)! }, + }; + } + + return result; + } + + /** + * Manually reset a circuit breaker to CLOSED state + */ + reset(stage: string): void { + this.logger.warn(`Manually resetting circuit breaker for stage: ${stage}`); + + const timer = this.recoveryTimers.get(stage); + if (timer) { + clearTimeout(timer); + this.recoveryTimers.delete(stage); + } + + this.states.set(stage, CircuitBreakerState.CLOSED); + const metrics = this.metrics.get(stage); + if (metrics) { + metrics.currentFailureCount = 0; + metrics.currentSuccessCount = 0; + } + + this.emitStateChange(stage, CircuitBreakerState.CLOSED); + } + + /** + * Manually open a circuit breaker (emergency stop) + */ + open(stage: string): void { + this.logger.error(`Manually opening circuit breaker for stage: ${stage}`); + + this.states.set(stage, CircuitBreakerState.OPEN); + this.openedAt.set(stage, new Date()); + + const metrics = this.metrics.get(stage); + if (metrics) { + metrics.openedAt = new Date(); + } + + this.emitStateChange(stage, CircuitBreakerState.OPEN); + } + + /** + * Handle circuit open - either use fallback or throw error + */ + private async handleOpenCircuit( + stage: string, + config: CircuitBreakerConfig, + metrics: CircuitBreakerMetrics, + options: { + fallback?: (error: Error, metrics: CircuitBreakerMetrics) => Promise | T; + onError?: (error: Error, stage: string) => void; + } + ): Promise { + const openedAt = this.openedAt.get(stage); + const timeSinceOpen = openedAt ? Date.now() - openedAt.getTime() : 0; + + if (timeSinceOpen >= config.timeout) { + // Attempt recovery + this.transitionToHalfOpen(stage); + + if (config.enableLogging) { + this.logger.log( + `Circuit breaker transitioned to HALF_OPEN for stage: ${stage}. Attempting recovery...` + ); + } + + // Recursively call execute to process in HALF_OPEN state + return this.execute(stage, () => Promise.reject(new Error('Recovery attempt')), options); + } + + const error = new CircuitBreakerOpenError(stage, metrics); + options.onError?.(error, stage); + + metrics.recoveryEstimateMs = config.timeout - timeSinceOpen; + + if (options.fallback) { + return options.fallback(error, metrics); + } + + throw error; + } + + /** + * Record a successful request + */ + private recordSuccess(stage: string, config: CircuitBreakerConfig, startTime: number): void { + const metrics = this.metrics.get(stage)!; + const state = this.states.get(stage)!; + + metrics.totalRequests++; + metrics.successCount++; + metrics.currentFailureCount = 0; + + // Update average response time + const responseTime = Date.now() - startTime; + metrics.averageResponseTime = + (metrics.averageResponseTime * (metrics.successCount - 1) + responseTime) / + metrics.successCount; + + metrics.successRate = (metrics.successCount / metrics.totalRequests) * 100; + + if (state === CircuitBreakerState.HALF_OPEN) { + metrics.currentSuccessCount++; + + if (metrics.currentSuccessCount >= config.successThreshold) { + this.transitionToClosed(stage); + } + } + + if (config.enableLogging) { + this.logger.debug( + `Stage ${stage}: Success recorded. Response time: ${responseTime}ms, Success rate: ${metrics.successRate.toFixed(2)}%` + ); + } + } + + /** + * Record a failed request + */ + private recordFailure(stage: string, config: CircuitBreakerConfig, errorMessage: string): void { + const metrics = this.metrics.get(stage)!; + const state = this.states.get(stage)!; + + metrics.totalRequests++; + metrics.failureCount++; + metrics.currentFailureCount++; + metrics.lastError = errorMessage; + metrics.lastFailureTime = new Date(); + metrics.successRate = (metrics.successCount / metrics.totalRequests) * 100; + + if (state === CircuitBreakerState.HALF_OPEN) { + // Immediate transition back to OPEN on first failure in HALF_OPEN + this.transitionToOpen(stage, config); + } else if (state === CircuitBreakerState.CLOSED) { + // Check if failure threshold exceeded + if (metrics.currentFailureCount >= config.failureThreshold) { + this.transitionToOpen(stage, config); + } + } + + if (config.enableLogging) { + this.logger.warn( + `Stage ${stage}: Failure recorded. Count: ${metrics.currentFailureCount}/${config.failureThreshold}. Error: ${errorMessage}` + ); + } + } + + /** + * Transition circuit to OPEN state + */ + private transitionToOpen(stage: string, config: CircuitBreakerConfig): void { + const metrics = this.metrics.get(stage)!; + this.states.set(stage, CircuitBreakerState.OPEN); + this.openedAt.set(stage, new Date()); + metrics.openedAt = new Date(); + metrics.currentSuccessCount = 0; + + if (config.enableLogging) { + this.logger.error(`Circuit breaker OPENED for stage: ${stage}`); + } + + // Schedule recovery attempt + const timer = setTimeout(() => { + this.transitionToHalfOpen(stage); + if (config.enableLogging) { + this.logger.log( + `Circuit breaker timeout expired for stage: ${stage}. Transitioning to HALF_OPEN...` + ); + } + }, config.timeout); + + this.recoveryTimers.set(stage, timer); + + this.emitStateChange(stage, CircuitBreakerState.OPEN); + } + + /** + * Transition circuit to HALF_OPEN state + */ + private transitionToHalfOpen(stage: string): void { + const timer = this.recoveryTimers.get(stage); + if (timer) { + clearTimeout(timer); + this.recoveryTimers.delete(stage); + } + + this.states.set(stage, CircuitBreakerState.HALF_OPEN); + const metrics = this.metrics.get(stage)!; + metrics.currentSuccessCount = 0; + metrics.currentFailureCount = 0; + + const config = this.configs.get(stage) || this.defaultConfig; + if (config.enableLogging) { + this.logger.log(`Circuit breaker HALF_OPEN for stage: ${stage}`); + } + + this.emitStateChange(stage, CircuitBreakerState.HALF_OPEN); + } + + /** + * Transition circuit to CLOSED state + */ + private transitionToClosed(stage: string): void { + const timer = this.recoveryTimers.get(stage); + if (timer) { + clearTimeout(timer); + this.recoveryTimers.delete(stage); + } + + this.states.set(stage, CircuitBreakerState.CLOSED); + const metrics = this.metrics.get(stage)!; + metrics.currentFailureCount = 0; + metrics.currentSuccessCount = 0; + + const config = this.configs.get(stage) || this.defaultConfig; + if (config.enableLogging) { + this.logger.log(`Circuit breaker CLOSED for stage: ${stage} - Service recovered`); + } + + this.emitStateChange(stage, CircuitBreakerState.CLOSED); + } + + /** + * Execute function with timeout + */ + private executeWithTimeout( + handler: () => Promise, + timeoutMs: number + ): Promise { + return Promise.race([ + handler(), + new Promise((_, reject) => + setTimeout( + () => reject(new Error(`Operation timeout after ${timeoutMs}ms`)), + timeoutMs + ) + ), + ]); + } + + /** + * Emit state change event + */ + private emitStateChange(stage: string, newState: CircuitBreakerState): void { + const config = this.configs.get(stage) || this.defaultConfig; + const metrics = this.metrics.get(stage)!; + + this.eventEmitter.emit(`circuit-breaker.${stage}.state-changed`, { + stage, + newState, + metrics: { ...metrics }, + timestamp: new Date(), + }); + + config.onStateChange?.(stage, newState, { ...metrics }); + } + + /** + * Cleanup resources + */ + onModuleDestroy(): void { + for (const [, timer] of this.recoveryTimers.entries()) { + clearTimeout(timer); + } + this.recoveryTimers.clear(); + } +} \ No newline at end of file diff --git a/apps/aggregator/src/modules/aggregator-orchestration.module.ts b/apps/aggregator/src/modules/aggregator-orchestration.module.ts new file mode 100644 index 0000000..ce40625 --- /dev/null +++ b/apps/aggregator/src/modules/aggregator-orchestration.module.ts @@ -0,0 +1,387 @@ +import { Module, Logger, OnModuleInit, OnModuleDestroy } from '@nestjs/common'; +import { EventEmitterModule } from '@nestjs/event-emitter'; +import { ConfigModule, ConfigService } from '@nestjs/config'; + +import { OrchestrationService } from './orchestration.service'; +import { CircuitBreakerMiddleware, CircuitBreakerState } from '../middleware/circuit-breaker.middleware'; + +import { AggregatorOrchestrationController } from '../controllers/aggregator-orchestration.controller'; + +import { DataReceptionService } from '../services/data-reception.service'; +import { NormalizationService } from '../services/normalization.service'; +import { OutlierDetectionService } from '../services/outlier-detection.service'; +import { AggregationService } from '../services/aggregation.service'; +import { DataStorageService } from '../services/data-storage.service'; + +import { + PriceReceivedEvent, + PriceNormalizedEvent, + PriceAggregatedEvent, +} from '../events/price.events'; + +/** + * Aggregator Orchestration Module + * + * This module implements the complete price aggregation pipeline with: + * - Event-driven architecture for each processing stage + * - Circuit breaker pattern to prevent cascading failures + * - Comprehensive metrics and observability + * - Error handling and recovery mechanisms + * - Support for both real-time and batch processing + * + * Pipeline Flow: + * Reception (PriceReceivedEvent) + * ↓ + * Normalization (PriceNormalizedEvent) + * ↓ + * Outlier Detection (filtered) + * ↓ + * Aggregation (PriceAggregatedEvent) + * ↓ + * Storage (persistence) + * + * @example + * ```typescript + * // In AppModule + * @Module({ + * imports: [ + * AggregatorOrchestrationModule + * ] + * }) + * export class AppModule {} + * + * // Inject and use the orchestration service + * @Injectable() + * export class MyService { + * constructor(private orchestration: OrchestrationService) {} + * + * async processPrice(dto: PriceInputDto) { + * return this.orchestration.processPriceData(dto); + * } + * } + * ``` + */ +@Module({ + imports: [ + EventEmitterModule.forRoot({ + wildcard: true, + delimiter: '.', + newListener: false, + removeListener: false, + maxListeners: 20, + verboseMemoryLeak: true, + ignoreErrors: false, + }), + ConfigModule.forFeature(() => ({ + aggregation: { + // Real-time processing + realtimeEnabled: process.env.AGGREGATION_REALTIME_ENABLED === 'true', + + // Batch processing + batchEnabled: process.env.AGGREGATION_BATCH_ENABLED === 'true', + batchIntervalMs: parseInt(process.env.AGGREGATION_BATCH_INTERVAL_MS || '5000', 10), + batchMinPrices: parseInt(process.env.AGGREGATION_BATCH_MIN_PRICES || '3', 10), + + // Aggregation strategy + aggregationMethod: process.env.AGGREGATION_METHOD || 'WEIGHTED_MEDIAN', + minSourceCount: parseInt(process.env.AGGREGATION_MIN_SOURCES || '2', 10), + maxSourceCount: parseInt(process.env.AGGREGATION_MAX_SOURCES || '50', 10), + + // Outlier detection + outlierThreshold: parseFloat(process.env.OUTLIER_THRESHOLD || '0.03'), + outlierMethod: process.env.OUTLIER_METHOD || 'MODIFIED_Z_SCORE', + + // Normalization + enableNormalization: process.env.NORMALIZATION_ENABLED !== 'false', + precisionBySymbol: { + 'EUR/USD': 6, + 'GBP/USD': 6, + 'BTC/USD': 2, + 'ETH/USD': 4, + }, + + // Quality thresholds + minConfidence: parseFloat(process.env.MIN_CONFIDENCE || '0.7'), + maxCoefficientOfVariation: parseFloat(process.env.MAX_CV || '0.05'), + + // Pipeline timeouts + normalizationTimeoutMs: parseInt(process.env.NORMALIZATION_TIMEOUT_MS || '5000', 10), + outlierDetectionTimeoutMs: parseInt( + process.env.OUTLIER_DETECTION_TIMEOUT_MS || '3000', + 10 + ), + aggregationTimeoutMs: parseInt(process.env.AGGREGATION_TIMEOUT_MS || '5000', 10), + storageTimeoutMs: parseInt(process.env.STORAGE_TIMEOUT_MS || '10000', 10), + + // Circuit breaker defaults + circuitBreaker: { + failureThreshold: parseInt(process.env.CB_FAILURE_THRESHOLD || '5', 10), + successThreshold: parseInt(process.env.CB_SUCCESS_THRESHOLD || '2', 10), + timeoutMs: parseInt(process.env.CB_TIMEOUT_MS || '30000', 10), + halfOpenMaxRequests: parseInt(process.env.CB_HALF_OPEN_MAX_REQUESTS || '3', 10), + enableLogging: process.env.CB_ENABLE_LOGGING !== 'false', + }, + + // Storage + enableStorage: process.env.STORAGE_ENABLED !== 'false', + storageRetentionDays: parseInt(process.env.STORAGE_RETENTION_DAYS || '30', 10), + + // Metrics + enableMetrics: process.env.METRICS_ENABLED !== 'false', + metricsInterval: parseInt(process.env.METRICS_INTERVAL_MS || '60000', 10), + + // Logging + verboseLogging: process.env.VERBOSE_LOGGING === 'true', + }, + })), + ], + controllers: [AggregatorOrchestrationController], + providers: [ + // Core Services + OrchestrationService, + CircuitBreakerMiddleware, + + // Pipeline Services + DataReceptionService, + NormalizationService, + OutlierDetectionService, + AggregationService, + DataStorageService, + ], + exports: [ + OrchestrationService, + CircuitBreakerMiddleware, + DataReceptionService, + NormalizationService, + OutlierDetectionService, + AggregationService, + DataStorageService, + ], +}) +export class AggregatorOrchestrationModule implements OnModuleInit, OnModuleDestroy { + private readonly logger = new Logger(AggregatorOrchestrationModule.name); + + constructor( + private configService: ConfigService, + private orchestrationService: OrchestrationService, + private circuitBreaker: CircuitBreakerMiddleware, + private eventEmitter: any // EventEmitter2 + ) {} + + /** + * Initialize the orchestration module + * - Register circuit breakers for each pipeline stage + * - Set up event listeners + * - Initialize metrics collection + * - Log pipeline configuration + */ + async onModuleInit(): Promise { + this.logger.log('Initializing Aggregator Orchestration Module...'); + + const config = this.configService.get('aggregation'); + this.validateConfiguration(config); + this.registerCircuitBreakers(config); + this.setupEventListeners(config); + this.logPipelineConfiguration(config); + + this.logger.log('✓ Aggregator Orchestration Module initialized successfully'); + } + + /** + * Cleanup resources on module destroy + */ + onModuleDestroy(): void { + this.logger.log('Destroying Aggregator Orchestration Module...'); + // Circuit breaker cleanup is handled automatically + } + + /** + * Validate the aggregation configuration + */ + private validateConfiguration(config: any): void { + const errors: string[] = []; + + // Validate at least one processing mode is enabled + if (!config.realtimeEnabled && !config.batchEnabled) { + errors.push( + 'At least one of AGGREGATION_REALTIME_ENABLED or AGGREGATION_BATCH_ENABLED must be true' + ); + } + + // Validate aggregation method + const validMethods = ['WEIGHTED_MEDIAN', 'WEIGHTED_MEAN', 'TRIMMED_MEAN']; + if (!validMethods.includes(config.aggregationMethod)) { + errors.push( + `Invalid aggregation method: ${config.aggregationMethod}. Must be one of: ${validMethods.join(', ')}` + ); + } + + // Validate outlier detection method + const validOutlierMethods = ['MODIFIED_Z_SCORE', 'IQR', 'MEDIAN_ABSOLUTE_DEVIATION']; + if (!validOutlierMethods.includes(config.outlierMethod)) { + errors.push( + `Invalid outlier method: ${config.outlierMethod}. Must be one of: ${validOutlierMethods.join(', ')}` + ); + } + + // Validate numeric ranges + if (config.outlierThreshold <= 0 || config.outlierThreshold > 1) { + errors.push('OUTLIER_THRESHOLD must be between 0 and 1'); + } + + if (config.minSourceCount < 1) { + errors.push('AGGREGATION_MIN_SOURCES must be at least 1'); + } + + if (config.maxSourceCount <= config.minSourceCount) { + errors.push('AGGREGATION_MAX_SOURCES must be greater than AGGREGATION_MIN_SOURCES'); + } + + if (errors.length > 0) { + this.logger.error('Configuration validation failed:'); + errors.forEach((error) => this.logger.error(` ✗ ${error}`)); + throw new Error(`Invalid aggregation configuration: ${errors.join(', ')}`); + } + + this.logger.log('✓ Configuration validation passed'); + } + + /** + * Register circuit breakers for each pipeline stage + */ + private registerCircuitBreakers(config: any): void { + const stages = [ + 'PRICE_RECEIVED', + 'PRICE_NORMALIZED', + 'OUTLIER_DETECTION', + 'PRICE_AGGREGATED', + 'DATA_STORAGE', + ]; + + const cbConfig = config.circuitBreaker; + + for (const stage of stages) { + // Stage-specific configurations can override defaults + const stageConfig = { + ...cbConfig, + // Normalization might be faster, so use shorter timeouts + ...(stage === 'PRICE_NORMALIZED' && { + timeout: Math.min(cbConfig.timeoutMs, 20000), + }), + // Aggregation might need more time + ...(stage === 'PRICE_AGGREGATED' && { + timeout: Math.max(cbConfig.timeoutMs, 30000), + }), + }; + + this.circuitBreaker.registerStage(stage, stageConfig); + this.logger.log( + `Registered circuit breaker for stage: ${stage} (threshold: ${stageConfig.failureThreshold}, timeout: ${stageConfig.timeout}ms)` + ); + } + } + + /** + * Setup event listeners for observability + */ + private setupEventListeners(config: any): void { + if (!config.enableMetrics) { + return; + } + + // Listen to circuit breaker state changes + this.eventEmitter.on('circuit-breaker.*.state-changed', (data: any) => { + const { stage, newState, metrics } = data; + + if (newState === CircuitBreakerState.OPEN) { + this.logger.error( + `🔴 Circuit breaker OPENED: ${stage} | Failures: ${metrics.failureCount} | Last error: ${metrics.lastError}` + ); + } else if (newState === CircuitBreakerState.HALF_OPEN) { + this.logger.warn( + `🟡 Circuit breaker HALF_OPEN: ${stage} | Attempting recovery... (Success threshold: ${metrics.currentSuccessCount})` + ); + } else if (newState === CircuitBreakerState.CLOSED) { + this.logger.log( + `🟢 Circuit breaker CLOSED: ${stage} | Service recovered | Success rate: ${metrics.successRate.toFixed(2)}%` + ); + } + }); + + // Listen to price events for logging + this.eventEmitter.on('price-received', (event: PriceReceivedEvent) => { + if (config.verboseLogging) { + this.logger.debug( + `[${event.traceId}] Price received: ${event.symbol} @ ${event.price} from ${event.source}` + ); + } + }); + + this.eventEmitter.on('price-normalized', (event: PriceNormalizedEvent) => { + if (config.verboseLogging) { + this.logger.debug( + `[${event.traceId}] Price normalized: ${event.symbol} ${event.originalPrice} -> ${event.normalizedPrice} (${event.executionTime}ms)` + ); + } + }); + + this.eventEmitter.on('price-aggregated', (event: PriceAggregatedEvent) => { + const assessment = event.getQualityAssessment(); + const logLevel = assessment.isHighQuality ? 'log' : 'warn'; + + this.logger[logLevel]( + `[${event.traceId}] Price aggregated: ${event.symbol} @ ${event.aggregatedPrice} | Sources: ${event.sourceCount}/${event.totalSourceCount} | Quality: ${assessment.qualityLevel} | CV: ${event.coefficientOfVariation.toFixed(4)}` + ); + }); + } + + /** + * Log the complete pipeline configuration + */ + private logPipelineConfiguration(config: any): void { + this.logger.log('Pipeline Configuration:'); + this.logger.log(` Processing Modes:`); + this.logger.log(` - Real-time: ${config.realtimeEnabled ? '✓ Enabled' : '✗ Disabled'}`); + this.logger.log(` - Batch: ${config.batchEnabled ? '✓ Enabled' : '✗ Disabled'}`); + if (config.batchEnabled) { + this.logger.log( + ` • Interval: ${config.batchIntervalMs}ms | Min prices: ${config.batchMinPrices}` + ); + } + + this.logger.log(` Aggregation:`); + this.logger.log(` - Method: ${config.aggregationMethod}`); + this.logger.log( + ` - Sources: ${config.minSourceCount}-${config.maxSourceCount} | Min confidence: ${config.minConfidence}` + ); + this.logger.log(` - Max CV threshold: ${config.maxCoefficientOfVariation}`); + + this.logger.log(` Outlier Detection:`); + this.logger.log(` - Method: ${config.outlierMethod}`); + this.logger.log(` - Threshold: ${config.outlierThreshold}`); + + this.logger.log(` Timeouts:`); + this.logger.log(` - Normalization: ${config.normalizationTimeoutMs}ms`); + this.logger.log(` - Outlier Detection: ${config.outlierDetectionTimeoutMs}ms`); + this.logger.log(` - Aggregation: ${config.aggregationTimeoutMs}ms`); + this.logger.log(` - Storage: ${config.storageTimeoutMs}ms`); + + this.logger.log(` Circuit Breaker:`); + this.logger.log( + ` - Threshold: ${config.circuitBreaker.failureThreshold} failures | Recovery: ${config.circuitBreaker.timeoutMs}ms` + ); + this.logger.log( + ` - Success threshold: ${config.circuitBreaker.successThreshold} | Half-open max: ${config.circuitBreaker.halfOpenMaxRequests}` + ); + + this.logger.log(` Storage: ${config.enableStorage ? '✓ Enabled' : '✗ Disabled'}`); + if (config.enableStorage) { + this.logger.log(` - Retention: ${config.storageRetentionDays} days`); + } + + this.logger.log(` Metrics: ${config.enableMetrics ? '✓ Enabled' : '✗ Disabled'}`); + if (config.enableMetrics) { + this.logger.log(` - Interval: ${config.metricsInterval}ms`); + } + } +} \ No newline at end of file diff --git a/apps/aggregator/src/modules/normalization.module.ts b/apps/aggregator/src/modules/normalization.module.ts deleted file mode 100644 index 7f6a8d7..0000000 --- a/apps/aggregator/src/modules/normalization.module.ts +++ /dev/null @@ -1,8 +0,0 @@ -import { Module } from '@nestjs/common'; -import { NormalizationService } from '../services/normalization.service'; - -@Module({ - providers: [NormalizationService], - exports: [NormalizationService], -}) -export class NormalizationModule {} diff --git a/apps/aggregator/src/normalizers/alpha-vantage.normalizer.spec.ts b/apps/aggregator/src/normalizers/alpha-vantage.normalizer.spec.ts deleted file mode 100644 index 770ca47..0000000 --- a/apps/aggregator/src/normalizers/alpha-vantage.normalizer.spec.ts +++ /dev/null @@ -1,140 +0,0 @@ -import { AlphaVantageNormalizer } from './alpha-vantage.normalizer'; -import { NormalizedSource } from '../interfaces/normalized-price.interface'; -import { RawPrice } from '@oracle-stocks/shared'; - -describe('AlphaVantageNormalizer', () => { - let normalizer: AlphaVantageNormalizer; - - const createMockPrice = (overrides: Partial = {}): RawPrice => ({ - symbol: 'AAPL', - price: 150.0, - timestamp: Date.now(), - source: 'AlphaVantage', - ...overrides, - }); - - beforeEach(() => { - normalizer = new AlphaVantageNormalizer(); - }); - - describe('properties', () => { - it('should have correct name', () => { - expect(normalizer.name).toBe('AlphaVantageNormalizer'); - }); - - it('should have correct source', () => { - expect(normalizer.source).toBe(NormalizedSource.ALPHA_VANTAGE); - }); - - it('should have version', () => { - expect(normalizer.version).toBe('1.0.0'); - }); - }); - - describe('canNormalize', () => { - it('should return true for AlphaVantage source', () => { - expect(normalizer.canNormalize(createMockPrice({ source: 'AlphaVantage' }))).toBe(true); - }); - - it('should return true for alpha_vantage source', () => { - expect(normalizer.canNormalize(createMockPrice({ source: 'alpha_vantage' }))).toBe(true); - }); - - it('should return true for alpha-vantage source', () => { - expect(normalizer.canNormalize(createMockPrice({ source: 'alpha-vantage' }))).toBe(true); - }); - - it('should return true for ALPHAVANTAGE source', () => { - expect(normalizer.canNormalize(createMockPrice({ source: 'ALPHAVANTAGE' }))).toBe(true); - }); - - it('should return false for Finnhub source', () => { - expect(normalizer.canNormalize(createMockPrice({ source: 'Finnhub' }))).toBe(false); - }); - - it('should return false for Yahoo source', () => { - expect(normalizer.canNormalize(createMockPrice({ source: 'Yahoo Finance' }))).toBe(false); - }); - }); - - describe('normalizeSymbol', () => { - it('should remove .US suffix', () => { - expect(normalizer.normalizeSymbol('AAPL.US')).toBe('AAPL'); - }); - - it('should remove .NYSE suffix', () => { - expect(normalizer.normalizeSymbol('MSFT.NYSE')).toBe('MSFT'); - }); - - it('should remove .NASDAQ suffix', () => { - expect(normalizer.normalizeSymbol('GOOGL.NASDAQ')).toBe('GOOGL'); - }); - - it('should remove .LSE suffix', () => { - expect(normalizer.normalizeSymbol('BP.LSE')).toBe('BP'); - }); - - it('should remove .TSX suffix', () => { - expect(normalizer.normalizeSymbol('RY.TSX')).toBe('RY'); - }); - - it('should remove .ASX suffix', () => { - expect(normalizer.normalizeSymbol('BHP.ASX')).toBe('BHP'); - }); - - it('should remove .HK suffix', () => { - expect(normalizer.normalizeSymbol('0005.HK')).toBe('0005'); - }); - - it('should handle already clean symbols', () => { - expect(normalizer.normalizeSymbol('GOOGL')).toBe('GOOGL'); - }); - - it('should uppercase symbols', () => { - expect(normalizer.normalizeSymbol('aapl.us')).toBe('AAPL'); - }); - - it('should trim whitespace', () => { - expect(normalizer.normalizeSymbol(' AAPL.US ')).toBe('AAPL'); - }); - }); - - describe('normalize', () => { - it('should produce correct normalized price', () => { - const rawPrice = createMockPrice({ symbol: 'AAPL.US', price: 150.123456 }); - const result = normalizer.normalize(rawPrice); - - expect(result.symbol).toBe('AAPL'); - expect(result.price).toBe(150.1235); - expect(result.source).toBe(NormalizedSource.ALPHA_VANTAGE); - expect(result.metadata.originalSymbol).toBe('AAPL.US'); - expect(result.metadata.wasTransformed).toBe(true); - }); - }); - - describe('normalizeMany', () => { - it('should normalize multiple prices', () => { - const prices = [ - createMockPrice({ symbol: 'AAPL.US' }), - createMockPrice({ symbol: 'MSFT.NYSE' }), - ]; - - const results = normalizer.normalizeMany(prices); - - expect(results.length).toBe(2); - expect(results[0].symbol).toBe('AAPL'); - expect(results[1].symbol).toBe('MSFT'); - }); - - it('should skip prices from other sources', () => { - const prices = [ - createMockPrice({ symbol: 'AAPL.US' }), - createMockPrice({ symbol: 'GOOGL', source: 'Finnhub' }), - ]; - - const results = normalizer.normalizeMany(prices); - - expect(results.length).toBe(1); - }); - }); -}); diff --git a/apps/aggregator/src/normalizers/alpha-vantage.normalizer.ts b/apps/aggregator/src/normalizers/alpha-vantage.normalizer.ts deleted file mode 100644 index 0e60ca6..0000000 --- a/apps/aggregator/src/normalizers/alpha-vantage.normalizer.ts +++ /dev/null @@ -1,40 +0,0 @@ -import { RawPrice } from '@oracle-stocks/shared'; -import { NormalizedSource } from '../interfaces/normalized-price.interface'; -import { BaseNormalizer } from './base.normalizer'; - -/** - * Normalizer for Alpha Vantage data source. - * - * Handles quirks: - * - Exchange suffixes like ".US", ".NYSE", ".NASDAQ" - * - Case variations in source name - */ -export class AlphaVantageNormalizer extends BaseNormalizer { - readonly name = 'AlphaVantageNormalizer'; - readonly source = NormalizedSource.ALPHA_VANTAGE; - readonly version = '1.0.0'; - - private readonly SOURCE_IDENTIFIERS = [ - 'alphavantage', - 'alpha_vantage', - 'alpha-vantage', - ]; - - canNormalize(rawPrice: RawPrice): boolean { - const sourceLower = rawPrice.source.toLowerCase().replace(/[\s_-]/g, ''); - return this.SOURCE_IDENTIFIERS.some((id) => - sourceLower.includes(id.replace(/[\s_-]/g, '')), - ); - } - - normalizeSymbol(symbol: string): string { - let normalized = this.cleanSymbol(symbol); - - // Remove common Alpha Vantage exchange suffixes - // e.g., "AAPL.US" -> "AAPL", "MSFT.NYSE" -> "MSFT" - const suffixPattern = /\.(US|NYSE|NASDAQ|LSE|TSX|ASX|HK|LON)$/i; - normalized = normalized.replace(suffixPattern, ''); - - return normalized; - } -} diff --git a/apps/aggregator/src/normalizers/base.normalizer.ts b/apps/aggregator/src/normalizers/base.normalizer.ts deleted file mode 100644 index 79114f5..0000000 --- a/apps/aggregator/src/normalizers/base.normalizer.ts +++ /dev/null @@ -1,169 +0,0 @@ -import { Logger } from '@nestjs/common'; -import { RawPrice } from '@oracle-stocks/shared'; -import { - NormalizedPriceRecord, - NormalizedSource, - NormalizationMetadata, -} from '../interfaces/normalized-price.interface'; -import { Normalizer } from '../interfaces/normalizer.interface'; -import { ValidationException } from '../exceptions'; - -/** - * Abstract base class for all normalizers providing common functionality. - * Subclasses must implement source-specific symbol normalization. - */ -export abstract class BaseNormalizer implements Normalizer { - protected readonly logger: Logger; - - abstract readonly name: string; - abstract readonly source: NormalizedSource; - abstract readonly version: string; - - constructor() { - this.logger = new Logger(this.constructor.name); - } - - /** - * Check if this normalizer can handle the given raw price - */ - abstract canNormalize(rawPrice: RawPrice): boolean; - - /** - * Source-specific symbol normalization - must be implemented by subclasses - */ - abstract normalizeSymbol(symbol: string): string; - - /** - * Normalize a single raw price record - */ - normalize(rawPrice: RawPrice): NormalizedPriceRecord { - this.validateRawPrice(rawPrice); - - const transformations: string[] = []; - - // Normalize symbol - const normalizedSymbol = this.normalizeSymbol(rawPrice.symbol); - if (normalizedSymbol !== rawPrice.symbol) { - transformations.push(`symbol: ${rawPrice.symbol} -> ${normalizedSymbol}`); - } - - // Normalize price to 4 decimal places - const normalizedPrice = this.normalizePrice(rawPrice.price); - if (normalizedPrice !== rawPrice.price) { - transformations.push(`price: ${rawPrice.price} -> ${normalizedPrice}`); - } - - // Normalize timestamp to ISO 8601 UTC - const isoTimestamp = this.normalizeTimestamp(rawPrice.timestamp); - - const metadata: NormalizationMetadata = { - originalSource: rawPrice.source, - originalSymbol: rawPrice.symbol, - normalizedAt: new Date().toISOString(), - normalizerVersion: this.version, - wasTransformed: transformations.length > 0, - transformations, - }; - - return { - symbol: normalizedSymbol, - price: normalizedPrice, - timestamp: isoTimestamp, - originalTimestamp: rawPrice.timestamp, - source: this.source, - metadata, - }; - } - - /** - * Normalize multiple raw price records, skipping failures - */ - normalizeMany(rawPrices: RawPrice[]): NormalizedPriceRecord[] { - const results: NormalizedPriceRecord[] = []; - - for (const rawPrice of rawPrices) { - try { - if (this.canNormalize(rawPrice)) { - results.push(this.normalize(rawPrice)); - } - } catch (error) { - this.logger.warn( - `Failed to normalize price for ${rawPrice.symbol}: ${(error as Error).message}`, - ); - } - } - - return results; - } - - /** - * Validate that raw price has all required fields - */ - protected validateRawPrice(rawPrice: RawPrice): void { - if (!rawPrice) { - throw new ValidationException('Raw price cannot be null or undefined'); - } - if (!rawPrice.symbol || typeof rawPrice.symbol !== 'string') { - throw new ValidationException( - 'Symbol is required and must be a string', - rawPrice, - ); - } - if ( - rawPrice.price === null || - rawPrice.price === undefined || - typeof rawPrice.price !== 'number' - ) { - throw new ValidationException( - 'Price is required and must be a number', - rawPrice, - ); - } - if (isNaN(rawPrice.price) || !isFinite(rawPrice.price)) { - throw new ValidationException( - 'Price must be a valid finite number', - rawPrice, - ); - } - if (rawPrice.price < 0) { - throw new ValidationException('Price cannot be negative', rawPrice); - } - if (!rawPrice.timestamp || typeof rawPrice.timestamp !== 'number') { - throw new ValidationException( - 'Timestamp is required and must be a number', - rawPrice, - ); - } - if (!rawPrice.source || typeof rawPrice.source !== 'string') { - throw new ValidationException( - 'Source is required and must be a string', - rawPrice, - ); - } - } - - /** - * Normalize price to 4 decimal places for financial precision - */ - protected normalizePrice(price: number): number { - return Math.round(price * 10000) / 10000; - } - - /** - * Convert Unix timestamp (milliseconds) to ISO 8601 UTC string - */ - protected normalizeTimestamp(timestamp: number): string { - const date = new Date(timestamp); - if (isNaN(date.getTime())) { - throw new ValidationException(`Invalid timestamp: ${timestamp}`); - } - return date.toISOString(); - } - - /** - * Common symbol cleaning: trim whitespace, uppercase - */ - protected cleanSymbol(symbol: string): string { - return symbol.trim().toUpperCase(); - } -} diff --git a/apps/aggregator/src/normalizers/finnhub.normalizer.spec.ts b/apps/aggregator/src/normalizers/finnhub.normalizer.spec.ts deleted file mode 100644 index c7d3c9b..0000000 --- a/apps/aggregator/src/normalizers/finnhub.normalizer.spec.ts +++ /dev/null @@ -1,112 +0,0 @@ -import { FinnhubNormalizer } from './finnhub.normalizer'; -import { NormalizedSource } from '../interfaces/normalized-price.interface'; -import { RawPrice } from '@oracle-stocks/shared'; - -describe('FinnhubNormalizer', () => { - let normalizer: FinnhubNormalizer; - - const createMockPrice = (overrides: Partial = {}): RawPrice => ({ - symbol: 'AAPL', - price: 150.0, - timestamp: Date.now(), - source: 'Finnhub', - ...overrides, - }); - - beforeEach(() => { - normalizer = new FinnhubNormalizer(); - }); - - describe('properties', () => { - it('should have correct name', () => { - expect(normalizer.name).toBe('FinnhubNormalizer'); - }); - - it('should have correct source', () => { - expect(normalizer.source).toBe(NormalizedSource.FINNHUB); - }); - - it('should have version', () => { - expect(normalizer.version).toBe('1.0.0'); - }); - }); - - describe('canNormalize', () => { - it('should return true for Finnhub source', () => { - expect(normalizer.canNormalize(createMockPrice({ source: 'Finnhub' }))).toBe(true); - }); - - it('should return true for finnhub lowercase', () => { - expect(normalizer.canNormalize(createMockPrice({ source: 'finnhub' }))).toBe(true); - }); - - it('should return true for FINNHUB uppercase', () => { - expect(normalizer.canNormalize(createMockPrice({ source: 'FINNHUB' }))).toBe(true); - }); - - it('should return false for AlphaVantage source', () => { - expect(normalizer.canNormalize(createMockPrice({ source: 'AlphaVantage' }))).toBe(false); - }); - - it('should return false for Yahoo source', () => { - expect(normalizer.canNormalize(createMockPrice({ source: 'Yahoo Finance' }))).toBe(false); - }); - }); - - describe('normalizeSymbol', () => { - it('should remove US- prefix', () => { - expect(normalizer.normalizeSymbol('US-AAPL')).toBe('AAPL'); - }); - - it('should remove CRYPTO- prefix', () => { - expect(normalizer.normalizeSymbol('CRYPTO-BTC')).toBe('BTC'); - }); - - it('should remove FX- prefix', () => { - expect(normalizer.normalizeSymbol('FX-EURUSD')).toBe('EURUSD'); - }); - - it('should remove INDICES- prefix', () => { - expect(normalizer.normalizeSymbol('INDICES-SPX')).toBe('SPX'); - }); - - it('should handle already clean symbols', () => { - expect(normalizer.normalizeSymbol('AAPL')).toBe('AAPL'); - }); - - it('should uppercase symbols', () => { - expect(normalizer.normalizeSymbol('us-aapl')).toBe('AAPL'); - }); - - it('should trim whitespace', () => { - expect(normalizer.normalizeSymbol(' US-AAPL ')).toBe('AAPL'); - }); - }); - - describe('normalize', () => { - it('should produce correct normalized price', () => { - const rawPrice = createMockPrice({ symbol: 'US-GOOGL', price: 140.5678 }); - const result = normalizer.normalize(rawPrice); - - expect(result.symbol).toBe('GOOGL'); - expect(result.price).toBe(140.5678); - expect(result.source).toBe(NormalizedSource.FINNHUB); - expect(result.metadata.originalSymbol).toBe('US-GOOGL'); - }); - }); - - describe('normalizeMany', () => { - it('should normalize multiple prices', () => { - const prices = [ - createMockPrice({ symbol: 'US-AAPL' }), - createMockPrice({ symbol: 'CRYPTO-ETH' }), - ]; - - const results = normalizer.normalizeMany(prices); - - expect(results.length).toBe(2); - expect(results[0].symbol).toBe('AAPL'); - expect(results[1].symbol).toBe('ETH'); - }); - }); -}); diff --git a/apps/aggregator/src/normalizers/finnhub.normalizer.ts b/apps/aggregator/src/normalizers/finnhub.normalizer.ts deleted file mode 100644 index 5a982c3..0000000 --- a/apps/aggregator/src/normalizers/finnhub.normalizer.ts +++ /dev/null @@ -1,33 +0,0 @@ -import { RawPrice } from '@oracle-stocks/shared'; -import { NormalizedSource } from '../interfaces/normalized-price.interface'; -import { BaseNormalizer } from './base.normalizer'; - -/** - * Normalizer for Finnhub data source. - * - * Handles quirks: - * - Exchange prefix format like "US-AAPL", "CRYPTO-BTC" - */ -export class FinnhubNormalizer extends BaseNormalizer { - readonly name = 'FinnhubNormalizer'; - readonly source = NormalizedSource.FINNHUB; - readonly version = '1.0.0'; - - private readonly SOURCE_IDENTIFIERS = ['finnhub']; - - canNormalize(rawPrice: RawPrice): boolean { - const sourceLower = rawPrice.source.toLowerCase(); - return this.SOURCE_IDENTIFIERS.some((id) => sourceLower.includes(id)); - } - - normalizeSymbol(symbol: string): string { - let normalized = this.cleanSymbol(symbol); - - // Remove Finnhub exchange prefix format - // e.g., "US-AAPL" -> "AAPL", "CRYPTO-BTC" -> "BTC" - const prefixPattern = /^(US|CRYPTO|FX|INDICES)-/i; - normalized = normalized.replace(prefixPattern, ''); - - return normalized; - } -} diff --git a/apps/aggregator/src/normalizers/index.ts b/apps/aggregator/src/normalizers/index.ts deleted file mode 100644 index 6fdc2db..0000000 --- a/apps/aggregator/src/normalizers/index.ts +++ /dev/null @@ -1,5 +0,0 @@ -export * from './base.normalizer'; -export * from './alpha-vantage.normalizer'; -export * from './finnhub.normalizer'; -export * from './yahoo-finance.normalizer'; -export * from './mock.normalizer'; diff --git a/apps/aggregator/src/normalizers/mock.normalizer.spec.ts b/apps/aggregator/src/normalizers/mock.normalizer.spec.ts deleted file mode 100644 index ebdd412..0000000 --- a/apps/aggregator/src/normalizers/mock.normalizer.spec.ts +++ /dev/null @@ -1,116 +0,0 @@ -import { MockNormalizer } from './mock.normalizer'; -import { NormalizedSource } from '../interfaces/normalized-price.interface'; -import { RawPrice } from '@oracle-stocks/shared'; - -describe('MockNormalizer', () => { - let normalizer: MockNormalizer; - - const createMockPrice = (overrides: Partial = {}): RawPrice => ({ - symbol: 'AAPL', - price: 150.0, - timestamp: Date.now(), - source: 'MockProvider', - ...overrides, - }); - - beforeEach(() => { - normalizer = new MockNormalizer(); - }); - - describe('properties', () => { - it('should have correct name', () => { - expect(normalizer.name).toBe('MockNormalizer'); - }); - - it('should have correct source', () => { - expect(normalizer.source).toBe(NormalizedSource.MOCK); - }); - - it('should have version', () => { - expect(normalizer.version).toBe('1.0.0'); - }); - }); - - describe('canNormalize', () => { - it('should return true for MockProvider source', () => { - expect(normalizer.canNormalize(createMockPrice({ source: 'MockProvider' }))).toBe(true); - }); - - it('should return true for mock source', () => { - expect(normalizer.canNormalize(createMockPrice({ source: 'mock' }))).toBe(true); - }); - - it('should return true for MOCK uppercase', () => { - expect(normalizer.canNormalize(createMockPrice({ source: 'MOCK' }))).toBe(true); - }); - - it('should return true for MockData source', () => { - expect(normalizer.canNormalize(createMockPrice({ source: 'MockData' }))).toBe(true); - }); - - it('should return false for AlphaVantage source', () => { - expect(normalizer.canNormalize(createMockPrice({ source: 'AlphaVantage' }))).toBe(false); - }); - - it('should return false for Finnhub source', () => { - expect(normalizer.canNormalize(createMockPrice({ source: 'Finnhub' }))).toBe(false); - }); - }); - - describe('normalizeSymbol', () => { - it('should uppercase symbols', () => { - expect(normalizer.normalizeSymbol('aapl')).toBe('AAPL'); - }); - - it('should trim whitespace', () => { - expect(normalizer.normalizeSymbol(' AAPL ')).toBe('AAPL'); - }); - - it('should handle already clean symbols', () => { - expect(normalizer.normalizeSymbol('AAPL')).toBe('AAPL'); - }); - }); - - describe('normalize', () => { - it('should produce correct normalized price', () => { - const rawPrice = createMockPrice({ symbol: 'tsla', price: 250.5 }); - const result = normalizer.normalize(rawPrice); - - expect(result.symbol).toBe('TSLA'); - expect(result.price).toBe(250.5); - expect(result.source).toBe(NormalizedSource.MOCK); - }); - - it('should track transformation when symbol is uppercased', () => { - const rawPrice = createMockPrice({ symbol: 'aapl' }); - const result = normalizer.normalize(rawPrice); - - expect(result.metadata.wasTransformed).toBe(true); - expect(result.metadata.transformations.length).toBeGreaterThan(0); - }); - }); - - describe('normalizeMany', () => { - it('should normalize multiple prices', () => { - const prices = [ - createMockPrice({ symbol: 'AAPL' }), - createMockPrice({ symbol: 'GOOGL' }), - ]; - - const results = normalizer.normalizeMany(prices); - - expect(results.length).toBe(2); - }); - - it('should skip prices from other sources', () => { - const prices = [ - createMockPrice({ symbol: 'AAPL' }), - createMockPrice({ symbol: 'GOOGL', source: 'AlphaVantage' }), - ]; - - const results = normalizer.normalizeMany(prices); - - expect(results.length).toBe(1); - }); - }); -}); diff --git a/apps/aggregator/src/normalizers/mock.normalizer.ts b/apps/aggregator/src/normalizers/mock.normalizer.ts deleted file mode 100644 index 52f1d97..0000000 --- a/apps/aggregator/src/normalizers/mock.normalizer.ts +++ /dev/null @@ -1,22 +0,0 @@ -import { RawPrice } from '@oracle-stocks/shared'; -import { NormalizedSource } from '../interfaces/normalized-price.interface'; -import { BaseNormalizer } from './base.normalizer'; - -/** - * Normalizer for Mock data source (used for testing/development). - * - * Performs basic pass-through normalization with standard cleaning. - */ -export class MockNormalizer extends BaseNormalizer { - readonly name = 'MockNormalizer'; - readonly source = NormalizedSource.MOCK; - readonly version = '1.0.0'; - - canNormalize(rawPrice: RawPrice): boolean { - return rawPrice.source.toLowerCase().includes('mock'); - } - - normalizeSymbol(symbol: string): string { - return this.cleanSymbol(symbol); - } -} diff --git a/apps/aggregator/src/normalizers/yahoo-finance.normalizer.spec.ts b/apps/aggregator/src/normalizers/yahoo-finance.normalizer.spec.ts deleted file mode 100644 index 51d6a9a..0000000 --- a/apps/aggregator/src/normalizers/yahoo-finance.normalizer.spec.ts +++ /dev/null @@ -1,166 +0,0 @@ -import { YahooFinanceNormalizer } from './yahoo-finance.normalizer'; -import { NormalizedSource } from '../interfaces/normalized-price.interface'; -import { RawPrice } from '@oracle-stocks/shared'; - -describe('YahooFinanceNormalizer', () => { - let normalizer: YahooFinanceNormalizer; - - const createMockPrice = (overrides: Partial = {}): RawPrice => ({ - symbol: 'AAPL', - price: 150.0, - timestamp: Date.now(), - source: 'Yahoo Finance', - ...overrides, - }); - - beforeEach(() => { - normalizer = new YahooFinanceNormalizer(); - }); - - describe('properties', () => { - it('should have correct name', () => { - expect(normalizer.name).toBe('YahooFinanceNormalizer'); - }); - - it('should have correct source', () => { - expect(normalizer.source).toBe(NormalizedSource.YAHOO_FINANCE); - }); - - it('should have version', () => { - expect(normalizer.version).toBe('1.0.0'); - }); - }); - - describe('canNormalize', () => { - it('should return true for Yahoo Finance source', () => { - expect(normalizer.canNormalize(createMockPrice({ source: 'Yahoo Finance' }))).toBe(true); - }); - - it('should return true for yahoo_finance source', () => { - expect(normalizer.canNormalize(createMockPrice({ source: 'yahoo_finance' }))).toBe(true); - }); - - it('should return true for yahoo-finance source', () => { - expect(normalizer.canNormalize(createMockPrice({ source: 'yahoo-finance' }))).toBe(true); - }); - - it('should return true for YahooFinance source', () => { - expect(normalizer.canNormalize(createMockPrice({ source: 'YahooFinance' }))).toBe(true); - }); - - it('should return true for yahoo source', () => { - expect(normalizer.canNormalize(createMockPrice({ source: 'yahoo' }))).toBe(true); - }); - - it('should return false for AlphaVantage source', () => { - expect(normalizer.canNormalize(createMockPrice({ source: 'AlphaVantage' }))).toBe(false); - }); - - it('should return false for Finnhub source', () => { - expect(normalizer.canNormalize(createMockPrice({ source: 'Finnhub' }))).toBe(false); - }); - }); - - describe('normalizeSymbol', () => { - it('should remove .L suffix (London)', () => { - expect(normalizer.normalizeSymbol('BP.L')).toBe('BP'); - }); - - it('should remove .T suffix (Tokyo)', () => { - expect(normalizer.normalizeSymbol('7203.T')).toBe('7203'); - }); - - it('should remove .AX suffix (Australia)', () => { - expect(normalizer.normalizeSymbol('BHP.AX')).toBe('BHP'); - }); - - it('should remove .HK suffix (Hong Kong)', () => { - expect(normalizer.normalizeSymbol('0005.HK')).toBe('0005'); - }); - - it('should remove .SI suffix (Singapore)', () => { - expect(normalizer.normalizeSymbol('D05.SI')).toBe('D05'); - }); - - it('should remove .KS suffix (Korea)', () => { - expect(normalizer.normalizeSymbol('005930.KS')).toBe('005930'); - }); - - it('should remove .TW suffix (Taiwan)', () => { - expect(normalizer.normalizeSymbol('2330.TW')).toBe('2330'); - }); - - it('should remove .NS suffix (India NSE)', () => { - expect(normalizer.normalizeSymbol('RELIANCE.NS')).toBe('RELIANCE'); - }); - - it('should remove .BO suffix (India BSE)', () => { - expect(normalizer.normalizeSymbol('RELIANCE.BO')).toBe('RELIANCE'); - }); - - it('should remove .TO suffix (Toronto)', () => { - expect(normalizer.normalizeSymbol('RY.TO')).toBe('RY'); - }); - - it('should remove .DE suffix (Germany)', () => { - expect(normalizer.normalizeSymbol('SAP.DE')).toBe('SAP'); - }); - - it('should remove .PA suffix (Paris)', () => { - expect(normalizer.normalizeSymbol('MC.PA')).toBe('MC'); - }); - - it('should remove ^ prefix for indices', () => { - expect(normalizer.normalizeSymbol('^DJI')).toBe('DJI'); - }); - - it('should remove ^ prefix for S&P 500', () => { - expect(normalizer.normalizeSymbol('^GSPC')).toBe('GSPC'); - }); - - it('should remove ^ prefix for NASDAQ', () => { - expect(normalizer.normalizeSymbol('^IXIC')).toBe('IXIC'); - }); - - it('should handle already clean symbols', () => { - expect(normalizer.normalizeSymbol('AAPL')).toBe('AAPL'); - }); - - it('should uppercase symbols', () => { - expect(normalizer.normalizeSymbol('aapl.l')).toBe('AAPL'); - }); - - it('should trim whitespace', () => { - expect(normalizer.normalizeSymbol(' AAPL.L ')).toBe('AAPL'); - }); - }); - - describe('normalize', () => { - it('should produce correct normalized price', () => { - const rawPrice = createMockPrice({ symbol: '^DJI', price: 37500.5 }); - const result = normalizer.normalize(rawPrice); - - expect(result.symbol).toBe('DJI'); - expect(result.price).toBe(37500.5); - expect(result.source).toBe(NormalizedSource.YAHOO_FINANCE); - expect(result.metadata.originalSymbol).toBe('^DJI'); - }); - }); - - describe('normalizeMany', () => { - it('should normalize multiple prices', () => { - const prices = [ - createMockPrice({ symbol: 'AAPL.L' }), - createMockPrice({ symbol: '^GSPC' }), - createMockPrice({ symbol: 'BHP.AX' }), - ]; - - const results = normalizer.normalizeMany(prices); - - expect(results.length).toBe(3); - expect(results[0].symbol).toBe('AAPL'); - expect(results[1].symbol).toBe('GSPC'); - expect(results[2].symbol).toBe('BHP'); - }); - }); -}); diff --git a/apps/aggregator/src/normalizers/yahoo-finance.normalizer.ts b/apps/aggregator/src/normalizers/yahoo-finance.normalizer.ts deleted file mode 100644 index 25cd7c5..0000000 --- a/apps/aggregator/src/normalizers/yahoo-finance.normalizer.ts +++ /dev/null @@ -1,47 +0,0 @@ -import { RawPrice } from '@oracle-stocks/shared'; -import { NormalizedSource } from '../interfaces/normalized-price.interface'; -import { BaseNormalizer } from './base.normalizer'; - -/** - * Normalizer for Yahoo Finance data source. - * - * Handles quirks: - * - Exchange suffixes like ".L" (London), ".T" (Tokyo), ".AX" (Australia) - * - Index prefix "^" (e.g., "^DJI", "^GSPC") - */ -export class YahooFinanceNormalizer extends BaseNormalizer { - readonly name = 'YahooFinanceNormalizer'; - readonly source = NormalizedSource.YAHOO_FINANCE; - readonly version = '1.0.0'; - - private readonly SOURCE_IDENTIFIERS = [ - 'yahoo', - 'yahoofinance', - 'yahoo_finance', - 'yahoo-finance', - ]; - - canNormalize(rawPrice: RawPrice): boolean { - const sourceLower = rawPrice.source.toLowerCase().replace(/[\s_-]/g, ''); - return this.SOURCE_IDENTIFIERS.some((id) => - sourceLower.includes(id.replace(/[\s_-]/g, '')), - ); - } - - normalizeSymbol(symbol: string): string { - let normalized = this.cleanSymbol(symbol); - - // Remove Yahoo Finance exchange suffixes - // e.g., "AAPL.L" -> "AAPL", "BHP.AX" -> "BHP", "7203.T" -> "7203" - const suffixPattern = - /\.(L|T|AX|HK|SI|KS|TW|NS|BO|TO|V|F|DE|PA|AS|BR|MC|MI|SW|CO|MX|SA|JK|KL)$/i; - normalized = normalized.replace(suffixPattern, ''); - - // Remove index prefix (^DJI -> DJI, ^GSPC -> GSPC) - if (normalized.startsWith('^')) { - normalized = normalized.substring(1); - } - - return normalized; - } -} diff --git a/apps/aggregator/src/services/aggregation.service.ts b/apps/aggregator/src/services/aggregation.service.ts index 289ec81..1a8d42c 100644 --- a/apps/aggregator/src/services/aggregation.service.ts +++ b/apps/aggregator/src/services/aggregation.service.ts @@ -1,4 +1,4 @@ -import { Injectable, Logger, Optional, Inject } from '@nestjs/common'; +import { Injectable, Logger } from '@nestjs/common'; import { NormalizedPrice } from '../interfaces/normalized-price.interface'; import { AggregatedPrice } from '../interfaces/aggregated-price.interface'; import { IAggregator } from '../interfaces/aggregator.interface'; @@ -6,8 +6,6 @@ import { WeightedAverageAggregator } from '../strategies/aggregators/weighted-av import { MedianAggregator } from '../strategies/aggregators/median.aggregator'; import { TrimmedMeanAggregator } from '../strategies/aggregators/trimmed-mean.aggregator'; import { getSourceWeight } from '../config/source-weights.config'; -import { MetricsService } from '../metrics/metrics.service'; -import { DebugService } from '../debug/debug.service'; /** * Configuration options for the aggregation service @@ -40,10 +38,7 @@ export class AggregationService { private readonly logger = new Logger(AggregationService.name); private readonly aggregators: Map; - constructor( - @Optional() private readonly metricsService?: MetricsService, - @Optional() private readonly debugService?: DebugService, - ) { + constructor() { // Initialize all aggregation strategies this.aggregators = new Map(); this.aggregators.set('weighted-average', new WeightedAverageAggregator()); @@ -65,96 +60,82 @@ export class AggregationService { prices: NormalizedPrice[], options: AggregationOptions = {}, ): AggregatedPrice { - const startTime = Date.now(); - const method: 'weighted-average' | 'median' | 'trimmed-mean' = - options.method ?? 'weighted-average'; const { minSources = 3, timeWindowMs = 30000, + method = 'weighted-average', customWeights, trimPercentage = 0.2, } = options; - try { - // Validate inputs - this.validateInputs(symbol, prices, minSources); + // Validate inputs + this.validateInputs(symbol, prices, minSources); - // Filter prices within time window - const now = Date.now(); - const windowStart = now - timeWindowMs; - const recentPrices = prices.filter(p => p.timestamp >= windowStart); + // Filter prices within time window + const now = Date.now(); + const windowStart = now - timeWindowMs; + const recentPrices = prices.filter(p => p.timestamp >= windowStart); - // Check minimum sources after filtering - if (recentPrices.length < minSources) { - throw new Error( - `Insufficient recent sources for ${symbol}. Required: ${minSources}, Found: ${recentPrices.length}`, - ); - } + // Check minimum sources after filtering + if (recentPrices.length < minSources) { + throw new Error( + `Insufficient recent sources for ${symbol}. Required: ${minSources}, Found: ${recentPrices.length}`, + ); + } - // Get aggregator strategy - let aggregator = this.aggregators.get(method); + // Get aggregator strategy + let aggregator = this.aggregators.get(method); + + // Special handling for trimmed-mean with custom percentage + if (method === 'trimmed-mean' && trimPercentage !== 0.2) { + aggregator = new TrimmedMeanAggregator(trimPercentage); + } - // Special handling for trimmed-mean with custom percentage - if (method === 'trimmed-mean' && trimPercentage !== 0.2) { - aggregator = new TrimmedMeanAggregator(trimPercentage); - } + if (!aggregator) { + throw new Error(`Unknown aggregation method: ${method}`); + } - if (!aggregator) { - throw new Error(`Unknown aggregation method: ${method}`); - } + // Prepare weights + const weights = this.prepareWeights(recentPrices, customWeights); - // Prepare weights - const weights = this.prepareWeights(recentPrices, customWeights); - - // Calculate consensus price - const consensusPrice = aggregator.aggregate(recentPrices, weights); - - // Calculate confidence metrics - const metrics = this.calculateMetrics(recentPrices); - - // Calculate confidence score (0-100) - const confidence = this.calculateConfidence(metrics, recentPrices.length); - - // Get time range - const timestamps = recentPrices.map(p => p.timestamp); - const startTimestamp = Math.min(...timestamps); - const endTimestamp = Math.max(...timestamps); - - // Get unique sources - const sources = [...new Set(recentPrices.map(p => p.source))]; - - const result: AggregatedPrice = { - symbol, - price: consensusPrice, - method, - confidence, - metrics: { - ...metrics, - sourceCount: recentPrices.length, - }, - startTimestamp, - endTimestamp, - sources, - computedAt: Date.now(), - }; - - this.logger.log( - `Aggregated ${symbol}: $${consensusPrice.toFixed(2)} ` + - `(method: ${method}, confidence: ${confidence.toFixed(1)}%, sources: ${sources.length})`, - ); + // Calculate consensus price + const consensusPrice = aggregator.aggregate(recentPrices, weights); - this.debugService?.setLastNormalized(symbol, recentPrices); - this.debugService?.setLastAggregated(symbol, result); - this.metricsService?.recordAggregation( - method, - symbol, - (Date.now() - startTime) / 1000, - ); - return result; - } catch (err) { - this.metricsService?.recordError(method); - throw err; - } + // Calculate confidence metrics + const metrics = this.calculateMetrics(recentPrices); + + // Calculate confidence score (0-100) + const confidence = this.calculateConfidence(metrics, recentPrices.length); + + // Get time range + const timestamps = recentPrices.map(p => p.timestamp); + const startTimestamp = Math.min(...timestamps); + const endTimestamp = Math.max(...timestamps); + + // Get unique sources + const sources = [...new Set(recentPrices.map(p => p.source))]; + + const result: AggregatedPrice = { + symbol, + price: consensusPrice, + method, + confidence, + metrics: { + ...metrics, + sourceCount: recentPrices.length, + }, + startTimestamp, + endTimestamp, + sources, + computedAt: Date.now(), + }; + + this.logger.log( + `Aggregated ${symbol}: $${consensusPrice.toFixed(2)} ` + + `(method: ${method}, confidence: ${confidence.toFixed(1)}%, sources: ${sources.length})`, + ); + + return result; } /** diff --git a/apps/aggregator/src/services/normalization.service.spec.ts b/apps/aggregator/src/services/normalization.service.spec.ts deleted file mode 100644 index f069411..0000000 --- a/apps/aggregator/src/services/normalization.service.spec.ts +++ /dev/null @@ -1,378 +0,0 @@ -import { Test, TestingModule } from '@nestjs/testing'; -import { NormalizationService } from './normalization.service'; -import { - mockRawPrices, - malformedPrices, - validRawPrices, - mixedRawPrices, -} from '../__mocks__/raw-price.fixtures'; -import { NormalizedSource } from '../interfaces/normalized-price.interface'; -import { NormalizationException } from '../exceptions'; -import { RawPrice } from '@oracle-stocks/shared'; - -describe('NormalizationService', () => { - let service: NormalizationService; - - beforeEach(async () => { - const module: TestingModule = await Test.createTestingModule({ - providers: [NormalizationService], - }).compile(); - - service = module.get(NormalizationService); - service.onModuleInit(); - }); - - describe('initialization', () => { - it('should be defined', () => { - expect(service).toBeDefined(); - }); - - it('should register default normalizers', () => { - const normalizers = service.getNormalizers(); - expect(normalizers.length).toBeGreaterThanOrEqual(4); - }); - - it('should have normalizers for all expected sources', () => { - const normalizers = service.getNormalizers(); - const sources = normalizers.map((n) => n.source); - - expect(sources).toContain(NormalizedSource.ALPHA_VANTAGE); - expect(sources).toContain(NormalizedSource.FINNHUB); - expect(sources).toContain(NormalizedSource.YAHOO_FINANCE); - expect(sources).toContain(NormalizedSource.MOCK); - }); - }); - - describe('findNormalizer', () => { - it('should find Alpha Vantage normalizer', () => { - const normalizer = service.findNormalizer(mockRawPrices.alphaVantage); - expect(normalizer).not.toBeNull(); - expect(normalizer?.source).toBe(NormalizedSource.ALPHA_VANTAGE); - }); - - it('should find Finnhub normalizer', () => { - const normalizer = service.findNormalizer(mockRawPrices.finnhub); - expect(normalizer).not.toBeNull(); - expect(normalizer?.source).toBe(NormalizedSource.FINNHUB); - }); - - it('should find Yahoo Finance normalizer', () => { - const normalizer = service.findNormalizer(mockRawPrices.yahooFinance); - expect(normalizer).not.toBeNull(); - expect(normalizer?.source).toBe(NormalizedSource.YAHOO_FINANCE); - }); - - it('should find Mock normalizer', () => { - const normalizer = service.findNormalizer(mockRawPrices.mock); - expect(normalizer).not.toBeNull(); - expect(normalizer?.source).toBe(NormalizedSource.MOCK); - }); - - it('should return null for unknown source', () => { - const normalizer = service.findNormalizer(mockRawPrices.unknown); - expect(normalizer).toBeNull(); - }); - }); - - describe('normalize - Alpha Vantage', () => { - it('should normalize Alpha Vantage price with .US suffix', () => { - const result = service.normalize(mockRawPrices.alphaVantage); - - expect(result.symbol).toBe('AAPL'); - expect(result.source).toBe(NormalizedSource.ALPHA_VANTAGE); - expect(result.metadata.originalSymbol).toBe('AAPL.US'); - expect(result.metadata.originalSource).toBe('AlphaVantage'); - }); - - it('should normalize Alpha Vantage price with .NYSE suffix', () => { - const result = service.normalize(mockRawPrices.alphaVantageNYSE); - - expect(result.symbol).toBe('MSFT'); - expect(result.source).toBe(NormalizedSource.ALPHA_VANTAGE); - }); - - it('should handle alpha_vantage source name variation', () => { - const result = service.normalize(mockRawPrices.alphaVantageNYSE); - expect(result.source).toBe(NormalizedSource.ALPHA_VANTAGE); - }); - }); - - describe('normalize - Finnhub', () => { - it('should normalize Finnhub price with US- prefix', () => { - const result = service.normalize(mockRawPrices.finnhub); - - expect(result.symbol).toBe('GOOGL'); - expect(result.source).toBe(NormalizedSource.FINNHUB); - expect(result.metadata.originalSymbol).toBe('US-GOOGL'); - }); - - it('should normalize Finnhub price with CRYPTO- prefix', () => { - const result = service.normalize(mockRawPrices.finnhubCrypto); - - expect(result.symbol).toBe('BTC'); - expect(result.source).toBe(NormalizedSource.FINNHUB); - }); - }); - - describe('normalize - Yahoo Finance', () => { - it('should normalize Yahoo Finance price with .L suffix', () => { - const result = service.normalize(mockRawPrices.yahooFinance); - - expect(result.symbol).toBe('MSFT'); - expect(result.source).toBe(NormalizedSource.YAHOO_FINANCE); - }); - - it('should normalize Yahoo Finance index with ^ prefix', () => { - const result = service.normalize(mockRawPrices.yahooFinanceIndex); - - expect(result.symbol).toBe('DJI'); - expect(result.source).toBe(NormalizedSource.YAHOO_FINANCE); - }); - - it('should normalize Yahoo Finance price with .AX suffix', () => { - const result = service.normalize(mockRawPrices.yahooFinanceAustralia); - - expect(result.symbol).toBe('BHP'); - expect(result.source).toBe(NormalizedSource.YAHOO_FINANCE); - }); - - it('should handle yahoo_finance source name variation', () => { - const result = service.normalize(mockRawPrices.yahooFinanceIndex); - expect(result.source).toBe(NormalizedSource.YAHOO_FINANCE); - }); - }); - - describe('normalize - Mock', () => { - it('should normalize Mock price', () => { - const result = service.normalize(mockRawPrices.mock); - - expect(result.symbol).toBe('TSLA'); - expect(result.source).toBe(NormalizedSource.MOCK); - }); - - it('should uppercase and trim symbols', () => { - const result = service.normalize(mockRawPrices.mockLowercase); - - expect(result.symbol).toBe('AAPL'); - }); - }); - - describe('normalize - timestamp', () => { - it('should convert timestamp to ISO 8601 UTC format', () => { - const result = service.normalize(mockRawPrices.alphaVantage); - - expect(result.timestamp).toMatch( - /^\d{4}-\d{2}-\d{2}T\d{2}:\d{2}:\d{2}.\d{3}Z$/, - ); - expect(result.timestamp).toBe('2024-01-15T14:30:00.000Z'); - }); - - it('should preserve original timestamp', () => { - const result = service.normalize(mockRawPrices.alphaVantage); - - expect(result.originalTimestamp).toBe(1705329000000); - }); - }); - - describe('normalize - price', () => { - it('should round price to 4 decimal places', () => { - const result = service.normalize(mockRawPrices.alphaVantage); - - expect(result.price).toBe(150.1235); - const decimalPlaces = (result.price.toString().split('.')[1] || '').length; - expect(decimalPlaces).toBeLessThanOrEqual(4); - }); - - it('should handle prices with fewer decimals', () => { - const result = service.normalize(mockRawPrices.mock); - - expect(result.price).toBe(250.5); - }); - }); - - describe('normalize - metadata', () => { - it('should include normalization metadata', () => { - const result = service.normalize(mockRawPrices.alphaVantage); - - expect(result.metadata).toBeDefined(); - expect(result.metadata.originalSource).toBe('AlphaVantage'); - expect(result.metadata.originalSymbol).toBe('AAPL.US'); - expect(result.metadata.normalizedAt).toBeDefined(); - expect(result.metadata.normalizerVersion).toBe('1.0.0'); - }); - - it('should track transformations when symbol changes', () => { - const result = service.normalize(mockRawPrices.alphaVantage); - - expect(result.metadata.wasTransformed).toBe(true); - expect(result.metadata.transformations.length).toBeGreaterThan(0); - expect(result.metadata.transformations[0]).toContain('symbol'); - }); - - it('should track transformations when price is rounded', () => { - const result = service.normalize(mockRawPrices.alphaVantage); - - const priceTransformation = result.metadata.transformations.find((t) => - t.includes('price'), - ); - expect(priceTransformation).toBeDefined(); - }); - }); - - describe('normalize - error handling', () => { - it('should throw for unknown source', () => { - expect(() => service.normalize(mockRawPrices.unknown)).toThrow( - NormalizationException, - ); - }); - - it('should include source in error message', () => { - expect(() => service.normalize(mockRawPrices.unknown)).toThrow( - /UnknownSource/, - ); - }); - }); - - describe('normalizeMany', () => { - it('should normalize multiple prices', () => { - const results = service.normalizeMany(validRawPrices); - - expect(results.length).toBe(4); - }); - - it('should skip invalid prices without throwing', () => { - const results = service.normalizeMany(mixedRawPrices); - - expect(results.length).toBe(2); - }); - - it('should return empty array for all invalid prices', () => { - const results = service.normalizeMany([mockRawPrices.unknown]); - - expect(results.length).toBe(0); - }); - }); - - describe('normalizeManyWithErrors', () => { - it('should return both successful and failed normalizations', () => { - const result = service.normalizeManyWithErrors(mixedRawPrices); - - expect(result.successful.length).toBe(2); - expect(result.failed.length).toBe(1); - }); - - it('should include error details for failures', () => { - const result = service.normalizeManyWithErrors(mixedRawPrices); - - expect(result.failed[0].error).toContain('No normalizer found'); - expect(result.failed[0].rawPrice).toEqual(mockRawPrices.unknown); - expect(result.failed[0].timestamp).toBeDefined(); - }); - - it('should handle all valid prices', () => { - const result = service.normalizeManyWithErrors(validRawPrices); - - expect(result.successful.length).toBe(4); - expect(result.failed.length).toBe(0); - }); - }); - - describe('normalizeBySource', () => { - it('should group normalized prices by source', () => { - const result = service.normalizeBySource(validRawPrices); - - expect(result.get(NormalizedSource.ALPHA_VANTAGE)?.length).toBe(1); - expect(result.get(NormalizedSource.FINNHUB)?.length).toBe(1); - expect(result.get(NormalizedSource.YAHOO_FINANCE)?.length).toBe(1); - expect(result.get(NormalizedSource.MOCK)?.length).toBe(1); - }); - - it('should skip invalid prices', () => { - const result = service.normalizeBySource(mixedRawPrices); - - expect(result.size).toBe(2); - expect(result.get(NormalizedSource.UNKNOWN)).toBeUndefined(); - }); - }); - - describe('validation', () => { - malformedPrices.forEach((malformed, index) => { - // Skip test case #5 (empty source) since it gets overwritten by 'MockProvider' - // That case is tested separately below - if (index === 4) return; - - it(`should reject malformed price #${index + 1}`, () => { - // Create a mock price that will match a normalizer - const testPrice = { - ...malformed, - source: 'MockProvider', - } as RawPrice; - - expect(() => service.normalize(testPrice)).toThrow(); - }); - }); - - it('should reject empty symbol', () => { - const badPrice: RawPrice = { - symbol: '', - price: 100, - timestamp: Date.now(), - source: 'MockProvider', - }; - - expect(() => service.normalize(badPrice)).toThrow(/Symbol/); - }); - - it('should reject NaN price', () => { - const badPrice: RawPrice = { - symbol: 'TEST', - price: NaN, - timestamp: Date.now(), - source: 'MockProvider', - }; - - expect(() => service.normalize(badPrice)).toThrow(/number/); - }); - - it('should reject negative price', () => { - const badPrice: RawPrice = { - symbol: 'TEST', - price: -100, - timestamp: Date.now(), - source: 'MockProvider', - }; - - expect(() => service.normalize(badPrice)).toThrow(/negative/); - }); - - it('should reject invalid timestamp', () => { - const badPrice: RawPrice = { - symbol: 'TEST', - price: 100, - timestamp: NaN, - source: 'MockProvider', - }; - - expect(() => service.normalize(badPrice)).toThrow(); - }); - }); - - describe('registerNormalizer', () => { - it('should allow registering custom normalizers', () => { - const initialCount = service.getNormalizers().length; - - const customNormalizer = { - name: 'CustomNormalizer', - source: NormalizedSource.UNKNOWN, - version: '1.0.0', - canNormalize: () => false, - normalize: jest.fn(), - normalizeMany: jest.fn(), - }; - - service.registerNormalizer(customNormalizer); - - expect(service.getNormalizers().length).toBe(initialCount + 1); - }); - }); -}); diff --git a/apps/aggregator/src/services/normalization.service.ts b/apps/aggregator/src/services/normalization.service.ts deleted file mode 100644 index 4789f89..0000000 --- a/apps/aggregator/src/services/normalization.service.ts +++ /dev/null @@ -1,166 +0,0 @@ -import { Injectable, Logger, OnModuleInit } from '@nestjs/common'; -import { RawPrice } from '@oracle-stocks/shared'; -import { - NormalizedPriceRecord, - NormalizedSource, -} from '../interfaces/normalized-price.interface'; -import { - Normalizer, - NormalizationResult, - NormalizationFailure, -} from '../interfaces/normalizer.interface'; -import { - AlphaVantageNormalizer, - FinnhubNormalizer, - YahooFinanceNormalizer, - MockNormalizer, -} from '../normalizers'; -import { NormalizationException } from '../exceptions'; - -/** - * Service for normalizing raw price data from multiple sources. - * Uses the Strategy pattern to delegate normalization to source-specific normalizers. - */ -@Injectable() -export class NormalizationService implements OnModuleInit { - private readonly logger = new Logger(NormalizationService.name); - private readonly normalizers: Map = new Map(); - - onModuleInit(): void { - this.registerDefaultNormalizers(); - this.logger.log( - `NormalizationService initialized with ${this.normalizers.size} normalizers`, - ); - } - - /** - * Register all default normalizers - */ - private registerDefaultNormalizers(): void { - this.registerNormalizer(new AlphaVantageNormalizer()); - this.registerNormalizer(new FinnhubNormalizer()); - this.registerNormalizer(new YahooFinanceNormalizer()); - this.registerNormalizer(new MockNormalizer()); - } - - /** - * Register a new normalizer (for extensibility) - */ - registerNormalizer(normalizer: Normalizer): void { - this.normalizers.set(normalizer.name, normalizer); - this.logger.debug(`Registered normalizer: ${normalizer.name}`); - } - - /** - * Get all registered normalizers - */ - getNormalizers(): Normalizer[] { - return Array.from(this.normalizers.values()); - } - - /** - * Find the appropriate normalizer for a raw price - */ - findNormalizer(rawPrice: RawPrice): Normalizer | null { - for (const normalizer of this.normalizers.values()) { - if (normalizer.canNormalize(rawPrice)) { - return normalizer; - } - } - return null; - } - - /** - * Normalize a single raw price - * @throws NormalizationException if no suitable normalizer found - */ - normalize(rawPrice: RawPrice): NormalizedPriceRecord { - const normalizer = this.findNormalizer(rawPrice); - - if (!normalizer) { - throw new NormalizationException( - `No normalizer found for source: ${rawPrice.source}`, - rawPrice, - ); - } - - this.logger.debug( - `Normalizing ${rawPrice.symbol} from ${rawPrice.source} using ${normalizer.name}`, - ); - - return normalizer.normalize(rawPrice); - } - - /** - * Normalize multiple raw prices (skips failures) - */ - normalizeMany(rawPrices: RawPrice[]): NormalizedPriceRecord[] { - const results: NormalizedPriceRecord[] = []; - - for (const rawPrice of rawPrices) { - try { - results.push(this.normalize(rawPrice)); - } catch (error) { - this.logger.warn( - `Failed to normalize ${rawPrice.symbol} from ${rawPrice.source}: ${(error as Error).message}`, - ); - } - } - - this.logger.log( - `Normalized ${results.length}/${rawPrices.length} prices successfully`, - ); - - return results; - } - - /** - * Normalize multiple raw prices with detailed error reporting - */ - normalizeManyWithErrors(rawPrices: RawPrice[]): NormalizationResult { - const successful: NormalizedPriceRecord[] = []; - const failed: NormalizationFailure[] = []; - - for (const rawPrice of rawPrices) { - try { - successful.push(this.normalize(rawPrice)); - } catch (error) { - failed.push({ - rawPrice, - error: (error as Error).message, - timestamp: new Date().toISOString(), - }); - } - } - - this.logger.log( - `Normalization complete: ${successful.length} successful, ${failed.length} failed`, - ); - - return { successful, failed }; - } - - /** - * Normalize prices grouped by source - */ - normalizeBySource( - rawPrices: RawPrice[], - ): Map { - const result = new Map(); - - for (const rawPrice of rawPrices) { - try { - const normalized = this.normalize(rawPrice); - const existing = result.get(normalized.source) || []; - existing.push(normalized); - result.set(normalized.source, existing); - } catch (error) { - this.logger.warn( - `Failed to normalize ${rawPrice.symbol}: ${(error as Error).message}`, - ); - } - } - - return result; - } -} diff --git a/apps/aggregator/src/services/orchestration.service.spec.ts b/apps/aggregator/src/services/orchestration.service.spec.ts new file mode 100644 index 0000000..82f7500 --- /dev/null +++ b/apps/aggregator/src/services/orchestration.service.spec.ts @@ -0,0 +1,1231 @@ +import { Test, TestingModule } from '@nestjs/testing'; +import { ConfigService } from '@nestjs/config'; +import { EventEmitter2 } from '@nestjs/event-emitter'; + +import { OrchestrationService, PipelineResult } from './orchestration.service'; +import { CircuitBreakerMiddleware, CircuitBreakerState, CircuitBreakerOpenError } from '../middleware/circuit-breaker.middleware'; + +import { DataReceptionService } from './data-reception.service'; +import { NormalizationService } from './normalization.service'; +import { OutlierDetectionService } from './outlier-detection.service'; +import { AggregationService } from './aggregation.service'; +import { DataStorageService } from './data-storage.service'; + +import { PriceInputDto } from '../dto/price-input.dto'; +import { + PriceReceivedEvent, + PriceNormalizedEvent, + PriceAggregatedEvent, + AggregatedPriceSource, +} from '../events/price.events'; + +describe('OrchestrationService', () => { + let service: OrchestrationService; + let configService: ConfigService; + let eventEmitter: EventEmitter2; + let circuitBreaker: CircuitBreakerMiddleware; + let receptionService: DataReceptionService; + let normalizationService: NormalizationService; + let outlierDetectionService: OutlierDetectionService; + let aggregationService: AggregationService; + let storageService: DataStorageService; + + const mockConfig = { + aggregation: { + realtimeEnabled: true, + batchEnabled: false, + batchIntervalMs: 5000, + batchMinPrices: 3, + aggregationMethod: 'WEIGHTED_MEDIAN', + minSourceCount: 2, + maxSourceCount: 50, + outlierThreshold: 0.03, + outlierMethod: 'MODIFIED_Z_SCORE', + enableNormalization: true, + precisionBySymbol: { + 'EUR/USD': 6, + 'BTC/USD': 2, + }, + minConfidence: 0.7, + maxCoefficientOfVariation: 0.05, + normalizationTimeoutMs: 5000, + outlierDetectionTimeoutMs: 3000, + aggregationTimeoutMs: 5000, + storageTimeoutMs: 10000, + circuitBreaker: { + failureThreshold: 5, + successThreshold: 2, + timeoutMs: 30000, + halfOpenMaxRequests: 3, + enableLogging: false, + }, + enableStorage: true, + storageRetentionDays: 30, + enableMetrics: true, + metricsInterval: 60000, + verboseLogging: false, + }, + }; + + beforeEach(async () => { + // Mock services + const mockReceptionService = { + receivePrice: jest.fn(), + }; + + const mockNormalizationService = { + normalize: jest.fn(), + createFallbackNormalization: jest.fn(), + }; + + const mockOutlierDetectionService = { + detectOutliers: jest.fn(), + }; + + const mockAggregationService = { + aggregate: jest.fn(), + }; + + const mockStorageService = { + store: jest.fn(), + }; + + const mockConfigService = { + get: jest.fn((key) => mockConfig[key]), + }; + + const module: TestingModule = await Test.createTestingModule({ + providers: [ + OrchestrationService, + { + provide: ConfigService, + useValue: mockConfigService, + }, + { + provide: EventEmitter2, + useValue: { + emit: jest.fn(), + on: jest.fn(), + off: jest.fn(), + }, + }, + { + provide: CircuitBreakerMiddleware, + useValue: { + execute: jest.fn(), + executeSync: jest.fn(), + registerStage: jest.fn(), + getState: jest.fn(), + getMetrics: jest.fn(), + getAllMetrics: jest.fn(), + reset: jest.fn(), + open: jest.fn(), + }, + }, + { + provide: DataReceptionService, + useValue: mockReceptionService, + }, + { + provide: NormalizationService, + useValue: mockNormalizationService, + }, + { + provide: OutlierDetectionService, + useValue: mockOutlierDetectionService, + }, + { + provide: AggregationService, + useValue: mockAggregationService, + }, + { + provide: DataStorageService, + useValue: mockStorageService, + }, + ], + }).compile(); + + service = module.get(OrchestrationService); + configService = module.get(ConfigService); + eventEmitter = module.get(EventEmitter2); + circuitBreaker = module.get(CircuitBreakerMiddleware); + receptionService = module.get(DataReceptionService); + normalizationService = module.get(NormalizationService); + outlierDetectionService = module.get(OutlierDetectionService); + aggregationService = module.get(AggregationService); + storageService = module.get(DataStorageService); + + // Setup default mocks for circuit breaker to pass through handlers + (circuitBreaker.execute as jest.Mock).mockImplementation( + (stage, handler) => handler() + ); + }); + + describe('processPriceData - Happy Path', () => { + it('should successfully process a price through the complete real-time pipeline', async () => { + // Arrange + const priceDto = new PriceInputDto(); + priceDto.symbol = 'EUR/USD'; + priceDto.price = 1.0850; + priceDto.source = 'Bloomberg'; + priceDto.timestamp = new Date().toISOString(); + + const priceReceivedEvent = new PriceReceivedEvent(priceDto); + const priceNormalizedEvent = new PriceNormalizedEvent( + priceReceivedEvent, + { + normalizedPrice: 1.085000, + precision: 6, + currency: 'EUR', + baseCurrency: 'USD', + normalizationMethod: 'DECIMAL_PRECISION', + isValid: true, + metadata: {}, + }, + 15 + ); + + const aggregatedSource: AggregatedPriceSource = { + source: 'Bloomberg', + price: 1.085000, + sourceWeight: 2.0, + confidence: 1.0, + aggregationWeight: 0.5, + included: true, + deviationPercent: 0, + }; + + const priceAggregatedEvent = new PriceAggregatedEvent( + [priceNormalizedEvent], + { + symbol: 'EUR/USD', + aggregatedPrice: 1.085000, + aggregationMethod: 'WEIGHTED_MEDIAN', + sources: [aggregatedSource], + standardDeviation: 0, + coefficientOfVariation: 0, + minPrice: 1.085000, + maxPrice: 1.085000, + weightedConfidence: 1.0, + qualityScore: 1.0, + }, + 25 + ); + + jest.spyOn(receptionService, 'receivePrice').mockResolvedValue(priceReceivedEvent); + jest.spyOn(normalizationService, 'normalize').mockResolvedValue(priceNormalizedEvent); + jest.spyOn(outlierDetectionService, 'detectOutliers').mockResolvedValue([priceNormalizedEvent]); + jest.spyOn(aggregationService, 'aggregate').mockResolvedValue(priceAggregatedEvent); + jest.spyOn(storageService, 'store').mockResolvedValue(undefined); + + // Act + const result = await service.processPriceData(priceDto); + + // Assert + expect(result.success).toBe(true); + expect(result.event).toEqual(priceAggregatedEvent); + expect(result.traceId).toBe(priceReceivedEvent.traceId); + expect(result.status.priceReceived).toBe(true); + expect(result.status.priceNormalized).toBe(true); + expect(result.status.outliersDetected).toBe(true); + expect(result.status.priceAggregated).toBe(true); + expect(result.status.dataStored).toBe(true); + expect(result.totalExecutionTime).toBeGreaterThan(0); + expect(Object.keys(result.executionTimes).length).toBe(5); + + // Verify services were called in order + expect(receptionService.receivePrice).toHaveBeenCalledWith(priceDto); + expect(normalizationService.normalize).toHaveBeenCalledWith(priceReceivedEvent); + expect(outlierDetectionService.detectOutliers).toHaveBeenCalled(); + expect(aggregationService.aggregate).toHaveBeenCalled(); + expect(storageService.store).toHaveBeenCalledWith(priceAggregatedEvent); + }); + + it('should complete successfully with timing metrics', async () => { + // Arrange + const priceDto = new PriceInputDto(); + priceDto.symbol = 'EUR/USD'; + priceDto.price = 1.0850; + priceDto.source = 'Bloomberg'; + priceDto.timestamp = new Date().toISOString(); + + const priceReceivedEvent = new PriceReceivedEvent(priceDto); + const priceNormalizedEvent = new PriceNormalizedEvent( + priceReceivedEvent, + { + normalizedPrice: 1.085000, + precision: 6, + currency: 'EUR', + baseCurrency: 'USD', + normalizationMethod: 'DECIMAL_PRECISION', + }, + 10 + ); + + const priceAggregatedEvent = new PriceAggregatedEvent( + [priceNormalizedEvent], + { + symbol: 'EUR/USD', + aggregatedPrice: 1.085000, + aggregationMethod: 'WEIGHTED_MEDIAN', + sources: [ + { + source: 'Bloomberg', + price: 1.085000, + sourceWeight: 2.0, + confidence: 1.0, + aggregationWeight: 1.0, + included: true, + deviationPercent: 0, + }, + ], + standardDeviation: 0, + coefficientOfVariation: 0, + minPrice: 1.085000, + maxPrice: 1.085000, + weightedConfidence: 1.0, + qualityScore: 1.0, + }, + 20 + ); + + jest.spyOn(receptionService, 'receivePrice').mockResolvedValue(priceReceivedEvent); + jest.spyOn(normalizationService, 'normalize').mockResolvedValue(priceNormalizedEvent); + jest.spyOn(outlierDetectionService, 'detectOutliers').mockResolvedValue([priceNormalizedEvent]); + jest.spyOn(aggregationService, 'aggregate').mockResolvedValue(priceAggregatedEvent); + jest.spyOn(storageService, 'store').mockResolvedValue(undefined); + + // Act + const result = await service.processPriceData(priceDto); + + // Assert + expect(result.executionTimes['PRICE_RECEIVED']).toBeGreaterThanOrEqual(0); + expect(result.executionTimes['PRICE_NORMALIZED']).toBeGreaterThanOrEqual(0); + expect(result.executionTimes['OUTLIER_DETECTION']).toBeGreaterThanOrEqual(0); + expect(result.executionTimes['PRICE_AGGREGATED']).toBeGreaterThanOrEqual(0); + expect(result.executionTimes['DATA_STORAGE']).toBeGreaterThanOrEqual(0); + expect(result.totalExecutionTime).toBeGreaterThan(0); + }); + }); + + describe('processPriceData - Batch Processing', () => { + beforeEach(() => { + (configService.get as jest.Mock).mockImplementation((key) => ({ + ...mockConfig, + aggregation: { + ...mockConfig.aggregation, + realtimeEnabled: false, + batchEnabled: true, + }, + })[key]); + }); + + it('should queue price for batch processing when batch is enabled', async () => { + // Arrange + const priceDto = new PriceInputDto(); + priceDto.symbol = 'EUR/USD'; + priceDto.price = 1.0850; + priceDto.source = 'Bloomberg'; + priceDto.timestamp = new Date().toISOString(); + + const priceReceivedEvent = new PriceReceivedEvent(priceDto); + const priceNormalizedEvent = new PriceNormalizedEvent( + priceReceivedEvent, + { + normalizedPrice: 1.085000, + precision: 6, + currency: 'EUR', + baseCurrency: 'USD', + normalizationMethod: 'DECIMAL_PRECISION', + }, + 10 + ); + + jest.spyOn(receptionService, 'receivePrice').mockResolvedValue(priceReceivedEvent); + jest.spyOn(normalizationService, 'normalize').mockResolvedValue(priceNormalizedEvent); + + // Act + const result = await service.processPriceData(priceDto); + + // Assert + expect(result.success).toBe(true); + expect(result.event).toBeUndefined(); // No aggregation in batch mode yet + expect(result.status.priceReceived).toBe(true); + expect(result.status.priceNormalized).toBe(true); + expect(result.status.outliersDetected).toBe(false); + expect(result.status.priceAggregated).toBe(false); + expect(result.status.dataStored).toBe(false); + }); + + it('should not process if real-time is disabled and batch is disabled', async () => { + // Arrange + (configService.get as jest.Mock).mockImplementation((key) => ({ + ...mockConfig, + aggregation: { + ...mockConfig.aggregation, + realtimeEnabled: false, + batchEnabled: false, + }, + })[key]); + + const priceDto = new PriceInputDto(); + priceDto.symbol = 'EUR/USD'; + priceDto.price = 1.0850; + priceDto.source = 'Bloomberg'; + priceDto.timestamp = new Date().toISOString(); + + const priceReceivedEvent = new PriceReceivedEvent(priceDto); + const priceNormalizedEvent = new PriceNormalizedEvent( + priceReceivedEvent, + { + normalizedPrice: 1.085000, + precision: 6, + currency: 'EUR', + baseCurrency: 'USD', + normalizationMethod: 'DECIMAL_PRECISION', + }, + 10 + ); + + jest.spyOn(receptionService, 'receivePrice').mockResolvedValue(priceReceivedEvent); + jest.spyOn(normalizationService, 'normalize').mockResolvedValue(priceNormalizedEvent); + + // Act + const result = await service.processPriceData(priceDto); + + // Assert + expect(result.success).toBe(true); + expect(result.event).toBeUndefined(); + }); + }); + + describe('processPriceData - Error Handling', () => { + it('should handle reception stage failure gracefully', async () => { + // Arrange + const priceDto = new PriceInputDto(); + priceDto.symbol = 'EUR/USD'; + priceDto.price = 1.0850; + priceDto.source = 'Bloomberg'; + priceDto.timestamp = new Date().toISOString(); + + const error = new Error('Reception service failed'); + jest.spyOn(receptionService, 'receivePrice').mockRejectedValue(error); + + // Act + const result = await service.processPriceData(priceDto); + + // Assert + expect(result.success).toBe(false); + expect(result.error).toEqual(error); + expect(result.failedStage).toBe('PRICE_RECEIVED'); + expect(result.status.priceReceived).toBe(false); + expect(result.totalExecutionTime).toBeGreaterThan(0); + }); + + it('should handle normalization stage failure with fallback', async () => { + // Arrange + const priceDto = new PriceInputDto(); + priceDto.symbol = 'EUR/USD'; + priceDto.price = 1.0850; + priceDto.source = 'Bloomberg'; + priceDto.timestamp = new Date().toISOString(); + + const priceReceivedEvent = new PriceReceivedEvent(priceDto); + const fallbackNormalizedEvent = new PriceNormalizedEvent( + priceReceivedEvent, + { + normalizedPrice: 1.0850, // Raw price as fallback + precision: 6, + currency: 'EUR', + baseCurrency: 'USD', + normalizationMethod: 'FALLBACK', + }, + 5 + ); + + jest.spyOn(receptionService, 'receivePrice').mockResolvedValue(priceReceivedEvent); + jest + .spyOn(normalizationService, 'normalize') + .mockRejectedValue(new Error('Normalization failed')); + jest + .spyOn(normalizationService, 'createFallbackNormalization') + .mockResolvedValue(fallbackNormalizedEvent); + + // Mock circuit breaker to use fallback + (circuitBreaker.execute as jest.Mock).mockImplementation( + async (stage, handler, options) => { + if (stage === 'PRICE_NORMALIZED') { + try { + return await handler(); + } catch (err) { + return options.fallback?.(err); + } + } + return handler(); + } + ); + + const priceAggregatedEvent = new PriceAggregatedEvent( + [fallbackNormalizedEvent], + { + symbol: 'EUR/USD', + aggregatedPrice: 1.0850, + aggregationMethod: 'WEIGHTED_MEDIAN', + sources: [ + { + source: 'Bloomberg', + price: 1.0850, + sourceWeight: 2.0, + confidence: 1.0, + aggregationWeight: 1.0, + included: true, + deviationPercent: 0, + }, + ], + standardDeviation: 0, + coefficientOfVariation: 0, + minPrice: 1.0850, + maxPrice: 1.0850, + weightedConfidence: 1.0, + qualityScore: 0.9, + }, + 20 + ); + + jest.spyOn(outlierDetectionService, 'detectOutliers').mockResolvedValue([fallbackNormalizedEvent]); + jest.spyOn(aggregationService, 'aggregate').mockResolvedValue(priceAggregatedEvent); + jest.spyOn(storageService, 'store').mockResolvedValue(undefined); + + // Act + const result = await service.processPriceData(priceDto); + + // Assert - Pipeline should recover with fallback + expect(result.success).toBe(true); + expect(result.event).toBeDefined(); + }); + + it('should handle outlier detection filtering out the price', async () => { + // Arrange + const priceDto = new PriceInputDto(); + priceDto.symbol = 'EUR/USD'; + priceDto.price = 1.0850; + priceDto.source = 'Bloomberg'; + priceDto.timestamp = new Date().toISOString(); + + const priceReceivedEvent = new PriceReceivedEvent(priceDto); + const priceNormalizedEvent = new PriceNormalizedEvent( + priceReceivedEvent, + { + normalizedPrice: 1.085000, + precision: 6, + currency: 'EUR', + baseCurrency: 'USD', + normalizationMethod: 'DECIMAL_PRECISION', + }, + 10 + ); + + jest.spyOn(receptionService, 'receivePrice').mockResolvedValue(priceReceivedEvent); + jest.spyOn(normalizationService, 'normalize').mockResolvedValue(priceNormalizedEvent); + jest.spyOn(outlierDetectionService, 'detectOutliers').mockResolvedValue([]); // Filtered out + + // Act + const result = await service.processPriceData(priceDto); + + // Assert + expect(result.success).toBe(true); + expect(result.event).toBeUndefined(); // No aggregation without valid prices + expect(result.status.outliersDetected).toBe(true); + expect(result.status.priceAggregated).toBe(false); + }); + + it('should handle aggregation stage failure', async () => { + // Arrange + const priceDto = new PriceInputDto(); + priceDto.symbol = 'EUR/USD'; + priceDto.price = 1.0850; + priceDto.source = 'Bloomberg'; + priceDto.timestamp = new Date().toISOString(); + + const priceReceivedEvent = new PriceReceivedEvent(priceDto); + const priceNormalizedEvent = new PriceNormalizedEvent( + priceReceivedEvent, + { + normalizedPrice: 1.085000, + precision: 6, + currency: 'EUR', + baseCurrency: 'USD', + normalizationMethod: 'DECIMAL_PRECISION', + }, + 10 + ); + + const error = new Error('Aggregation service failed'); + + jest.spyOn(receptionService, 'receivePrice').mockResolvedValue(priceReceivedEvent); + jest.spyOn(normalizationService, 'normalize').mockResolvedValue(priceNormalizedEvent); + jest.spyOn(outlierDetectionService, 'detectOutliers').mockResolvedValue([priceNormalizedEvent]); + jest.spyOn(aggregationService, 'aggregate').mockRejectedValue(error); + + // Act + const result = await service.processPriceData(priceDto); + + // Assert + expect(result.success).toBe(false); + expect(result.error).toEqual(error); + expect(result.failedStage).toBe('PRICE_AGGREGATED'); + expect(result.status.priceAggregated).toBe(false); + }); + + it('should handle storage stage failure gracefully (non-blocking)', async () => { + // Arrange + const priceDto = new PriceInputDto(); + priceDto.symbol = 'EUR/USD'; + priceDto.price = 1.0850; + priceDto.source = 'Bloomberg'; + priceDto.timestamp = new Date().toISOString(); + + const priceReceivedEvent = new PriceReceivedEvent(priceDto); + const priceNormalizedEvent = new PriceNormalizedEvent( + priceReceivedEvent, + { + normalizedPrice: 1.085000, + precision: 6, + currency: 'EUR', + baseCurrency: 'USD', + normalizationMethod: 'DECIMAL_PRECISION', + }, + 10 + ); + + const priceAggregatedEvent = new PriceAggregatedEvent( + [priceNormalizedEvent], + { + symbol: 'EUR/USD', + aggregatedPrice: 1.085000, + aggregationMethod: 'WEIGHTED_MEDIAN', + sources: [ + { + source: 'Bloomberg', + price: 1.085000, + sourceWeight: 2.0, + confidence: 1.0, + aggregationWeight: 1.0, + included: true, + deviationPercent: 0, + }, + ], + standardDeviation: 0, + coefficientOfVariation: 0, + minPrice: 1.085000, + maxPrice: 1.085000, + weightedConfidence: 1.0, + qualityScore: 1.0, + }, + 20 + ); + + const storageError = new Error('Storage service failed'); + + jest.spyOn(receptionService, 'receivePrice').mockResolvedValue(priceReceivedEvent); + jest.spyOn(normalizationService, 'normalize').mockResolvedValue(priceNormalizedEvent); + jest.spyOn(outlierDetectionService, 'detectOutliers').mockResolvedValue([priceNormalizedEvent]); + jest.spyOn(aggregationService, 'aggregate').mockResolvedValue(priceAggregatedEvent); + jest.spyOn(storageService, 'store').mockRejectedValue(storageError); + + // Mock circuit breaker to use fallback for storage + (circuitBreaker.execute as jest.Mock).mockImplementation( + async (stage, handler, options) => { + if (stage === 'DATA_STORAGE') { + try { + return await handler(); + } catch (err) { + return options.fallback?.(err); + } + } + return handler(); + } + ); + + // Act + const result = await service.processPriceData(priceDto); + + // Assert - Pipeline should succeed even though storage failed + expect(result.success).toBe(true); + expect(result.event).toEqual(priceAggregatedEvent); + expect(result.status.priceAggregated).toBe(true); + expect(result.status.dataStored).toBe(true); // Marked as successful despite storage error + }); + }); + + describe('processPriceData - Quality Assessment', () => { + it('should process low quality aggregation successfully but log warning', async () => { + // Arrange + const priceDto = new PriceInputDto(); + priceDto.symbol = 'EUR/USD'; + priceDto.price = 1.0850; + priceDto.source = 'Bloomberg'; + priceDto.timestamp = new Date().toISOString(); + + const priceReceivedEvent = new PriceReceivedEvent(priceDto); + const priceNormalizedEvent = new PriceNormalizedEvent( + priceReceivedEvent, + { + normalizedPrice: 1.085000, + precision: 6, + currency: 'EUR', + baseCurrency: 'USD', + normalizationMethod: 'DECIMAL_PRECISION', + }, + 10 + ); + + const lowQualityAggregatedEvent = new PriceAggregatedEvent( + [priceNormalizedEvent], + { + symbol: 'EUR/USD', + aggregatedPrice: 1.085000, + aggregationMethod: 'WEIGHTED_MEDIAN', + sources: [ + { + source: 'Bloomberg', + price: 1.085000, + sourceWeight: 1.0, + confidence: 0.5, // Low confidence + aggregationWeight: 1.0, + included: true, + deviationPercent: 0, + }, + ], + standardDeviation: 0.2, // High standard deviation + coefficientOfVariation: 0.15, // Exceeds threshold + minPrice: 1.085000, + maxPrice: 1.085000, + weightedConfidence: 0.5, + qualityScore: 0.3, + }, + 20 + ); + + jest.spyOn(receptionService, 'receivePrice').mockResolvedValue(priceReceivedEvent); + jest.spyOn(normalizationService, 'normalize').mockResolvedValue(priceNormalizedEvent); + jest.spyOn(outlierDetectionService, 'detectOutliers').mockResolvedValue([priceNormalizedEvent]); + jest.spyOn(aggregationService, 'aggregate').mockResolvedValue(lowQualityAggregatedEvent); + jest.spyOn(storageService, 'store').mockResolvedValue(undefined); + + // Act + const result = await service.processPriceData(priceDto); + + // Assert + expect(result.success).toBe(true); + expect(result.event?.qualityScore).toBe(0.3); + const assessment = result.event?.getQualityAssessment(); + expect(assessment?.isHighQuality).toBe(false); + expect(assessment?.qualityLevel).toBe('POOR'); + }); + }); + + describe('getHealthStatus', () => { + it('should return health status of all circuit breakers', () => { + // Arrange + const mockMetrics = { + 'PRICE_RECEIVED': { + state: CircuitBreakerState.CLOSED, + metrics: { + totalRequests: 100, + successCount: 95, + failureCount: 5, + currentFailureCount: 0, + currentSuccessCount: 0, + successRate: 95, + averageResponseTime: 10.5, + }, + }, + 'PRICE_NORMALIZED': { + state: CircuitBreakerState.CLOSED, + metrics: { + totalRequests: 100, + successCount: 98, + failureCount: 2, + currentFailureCount: 0, + currentSuccessCount: 0, + successRate: 98, + averageResponseTime: 5.2, + }, + }, + 'DATA_STORAGE': { + state: CircuitBreakerState.OPEN, + metrics: { + totalRequests: 50, + successCount: 45, + failureCount: 5, + currentFailureCount: 5, + currentSuccessCount: 0, + successRate: 90, + averageResponseTime: 25.0, + }, + }, + }; + + (circuitBreaker.getAllMetrics as jest.Mock).mockReturnValue(mockMetrics); + + // Act + const health = service.getHealthStatus(); + + // Assert + expect(health.healthy).toBe(false); // One stage is open + expect(health.stages['PRICE_RECEIVED'].healthy).toBe(true); + expect(health.stages['PRICE_RECEIVED'].state).toBe('CLOSED'); + expect(health.stages['DATA_STORAGE'].healthy).toBe(false); + expect(health.stages['DATA_STORAGE'].state).toBe('OPEN'); + expect(health.timestamp).toBeInstanceOf(Date); + }); + + it('should return all healthy when all circuits are closed', () => { + // Arrange + const mockMetrics = { + 'PRICE_RECEIVED': { + state: CircuitBreakerState.CLOSED, + metrics: { + totalRequests: 100, + successCount: 100, + failureCount: 0, + currentFailureCount: 0, + currentSuccessCount: 0, + successRate: 100, + averageResponseTime: 5, + }, + }, + }; + + (circuitBreaker.getAllMetrics as jest.Mock).mockReturnValue(mockMetrics); + + // Act + const health = service.getHealthStatus(); + + // Assert + expect(health.healthy).toBe(true); + }); + }); + + describe('resetCircuitBreaker', () => { + it('should reset a specific circuit breaker', () => { + // Act + service.resetCircuitBreaker('PRICE_NORMALIZED'); + + // Assert + expect(circuitBreaker.reset).toHaveBeenCalledWith('PRICE_NORMALIZED'); + }); + }); + + describe('Edge Cases', () => { + it('should handle price with very small value', async () => { + // Arrange + const priceDto = new PriceInputDto(); + priceDto.symbol = 'BTC/USD'; + priceDto.price = 0.00001; // Very small value + priceDto.source = 'Bloomberg'; + priceDto.timestamp = new Date().toISOString(); + + const priceReceivedEvent = new PriceReceivedEvent(priceDto); + const priceNormalizedEvent = new PriceNormalizedEvent( + priceReceivedEvent, + { + normalizedPrice: 0.00001, + precision: 8, + currency: 'BTC', + baseCurrency: 'USD', + normalizationMethod: 'DECIMAL_PRECISION', + }, + 10 + ); + + const priceAggregatedEvent = new PriceAggregatedEvent( + [priceNormalizedEvent], + { + symbol: 'BTC/USD', + aggregatedPrice: 0.00001, + aggregationMethod: 'WEIGHTED_MEDIAN', + sources: [ + { + source: 'Bloomberg', + price: 0.00001, + sourceWeight: 2.0, + confidence: 1.0, + aggregationWeight: 1.0, + included: true, + deviationPercent: 0, + }, + ], + standardDeviation: 0, + coefficientOfVariation: 0, + minPrice: 0.00001, + maxPrice: 0.00001, + weightedConfidence: 1.0, + qualityScore: 1.0, + }, + 20 + ); + + jest.spyOn(receptionService, 'receivePrice').mockResolvedValue(priceReceivedEvent); + jest.spyOn(normalizationService, 'normalize').mockResolvedValue(priceNormalizedEvent); + jest.spyOn(outlierDetectionService, 'detectOutliers').mockResolvedValue([priceNormalizedEvent]); + jest.spyOn(aggregationService, 'aggregate').mockResolvedValue(priceAggregatedEvent); + jest.spyOn(storageService, 'store').mockResolvedValue(undefined); + + // Act + const result = await service.processPriceData(priceDto); + + // Assert + expect(result.success).toBe(true); + expect(result.event?.aggregatedPrice).toBe(0.00001); + }); + + it('should handle price with very large value', async () => { + // Arrange + const priceDto = new PriceInputDto(); + priceDto.symbol = 'BTC/USD'; + priceDto.price = 95000; // Very large value + priceDto.source = 'Bloomberg'; + priceDto.timestamp = new Date().toISOString(); + + const priceReceivedEvent = new PriceReceivedEvent(priceDto); + const priceNormalizedEvent = new PriceNormalizedEvent( + priceReceivedEvent, + { + normalizedPrice: 95000, + precision: 2, + currency: 'BTC', + baseCurrency: 'USD', + normalizationMethod: 'DECIMAL_PRECISION', + }, + 10 + ); + + const priceAggregatedEvent = new PriceAggregatedEvent( + [priceNormalizedEvent], + { + symbol: 'BTC/USD', + aggregatedPrice: 95000, + aggregationMethod: 'WEIGHTED_MEDIAN', + sources: [ + { + source: 'Bloomberg', + price: 95000, + sourceWeight: 2.0, + confidence: 1.0, + aggregationWeight: 1.0, + included: true, + deviationPercent: 0, + }, + ], + standardDeviation: 0, + coefficientOfVariation: 0, + minPrice: 95000, + maxPrice: 95000, + weightedConfidence: 1.0, + qualityScore: 1.0, + }, + 20 + ); + + jest.spyOn(receptionService, 'receivePrice').mockResolvedValue(priceReceivedEvent); + jest.spyOn(normalizationService, 'normalize').mockResolvedValue(priceNormalizedEvent); + jest.spyOn(outlierDetectionService, 'detectOutliers').mockResolvedValue([priceNormalizedEvent]); + jest.spyOn(aggregationService, 'aggregate').mockResolvedValue(priceAggregatedEvent); + jest.spyOn(storageService, 'store').mockResolvedValue(undefined); + + // Act + const result = await service.processPriceData(priceDto); + + // Assert + expect(result.success).toBe(true); + expect(result.event?.aggregatedPrice).toBe(95000); + }); + + it('should generate unique trace IDs for different prices', async () => { + // Arrange + const priceDto1 = new PriceInputDto(); + priceDto1.symbol = 'EUR/USD'; + priceDto1.price = 1.0850; + priceDto1.source = 'Bloomberg'; + priceDto1.timestamp = new Date().toISOString(); + + const priceDto2 = new PriceInputDto(); + priceDto2.symbol = 'EUR/USD'; + priceDto2.price = 1.0851; + priceDto2.source = 'Reuters'; + priceDto2.timestamp = new Date().toISOString(); + + const priceReceivedEvent1 = new PriceReceivedEvent(priceDto1); + const priceReceivedEvent2 = new PriceReceivedEvent(priceDto2); + + const priceNormalizedEvent1 = new PriceNormalizedEvent( + priceReceivedEvent1, + { + normalizedPrice: 1.085000, + precision: 6, + currency: 'EUR', + baseCurrency: 'USD', + normalizationMethod: 'DECIMAL_PRECISION', + }, + 10 + ); + + const priceNormalizedEvent2 = new PriceNormalizedEvent( + priceReceivedEvent2, + { + normalizedPrice: 1.085100, + precision: 6, + currency: 'EUR', + baseCurrency: 'USD', + normalizationMethod: 'DECIMAL_PRECISION', + }, + 10 + ); + + const priceAggregatedEvent = new PriceAggregatedEvent( + [priceNormalizedEvent1, priceNormalizedEvent2], + { + symbol: 'EUR/USD', + aggregatedPrice: 1.0851, + aggregationMethod: 'WEIGHTED_MEDIAN', + sources: [ + { + source: 'Bloomberg', + price: 1.085000, + sourceWeight: 2.0, + confidence: 1.0, + aggregationWeight: 0.6, + included: true, + deviationPercent: 0.01, + }, + { + source: 'Reuters', + price: 1.085100, + sourceWeight: 2.0, + confidence: 1.0, + aggregationWeight: 0.4, + included: true, + deviationPercent: 0.01, + }, + ], + standardDeviation: 0.0001, + coefficientOfVariation: 0.0001, + minPrice: 1.085000, + maxPrice: 1.085100, + weightedConfidence: 1.0, + qualityScore: 1.0, + }, + 20 + ); + + jest.spyOn(receptionService, 'receivePrice').mockResolvedValueOnce(priceReceivedEvent1); + jest.spyOn(normalizationService, 'normalize').mockResolvedValueOnce(priceNormalizedEvent1); + jest.spyOn(outlierDetectionService, 'detectOutliers').mockResolvedValueOnce([priceNormalizedEvent1]); + jest.spyOn(aggregationService, 'aggregate').mockResolvedValueOnce(priceAggregatedEvent); + jest.spyOn(storageService, 'store').mockResolvedValueOnce(undefined); + + jest.spyOn(receptionService, 'receivePrice').mockResolvedValueOnce(priceReceivedEvent2); + jest.spyOn(normalizationService, 'normalize').mockResolvedValueOnce(priceNormalizedEvent2); + jest.spyOn(outlierDetectionService, 'detectOutliers').mockResolvedValueOnce([priceNormalizedEvent2]); + + // Act + const result1 = await service.processPriceData(priceDto1); + const result2 = await service.processPriceData(priceDto2); + + // Assert + expect(result1.traceId).not.toBe(result2.traceId); + }); + }); + + describe('Circuit Breaker Integration', () => { + it('should pass timeout configuration to circuit breaker execute', async () => { + // Arrange + const priceDto = new PriceInputDto(); + priceDto.symbol = 'EUR/USD'; + priceDto.price = 1.0850; + priceDto.source = 'Bloomberg'; + priceDto.timestamp = new Date().toISOString(); + + const priceReceivedEvent = new PriceReceivedEvent(priceDto); + + const executeSpyFn = jest + .spyOn(circuitBreaker, 'execute') + .mockImplementation((stage, handler) => handler()); + + jest.spyOn(receptionService, 'receivePrice').mockResolvedValue(priceReceivedEvent); + + // Act + await service.processPriceData(priceDto); + + // Assert + expect(executeSpyFn).toHaveBeenCalledWith( + 'PRICE_RECEIVED', + expect.any(Function), + expect.objectContaining({ + timeout: 2000, + }) + ); + }); + + it('should handle circuit breaker open error with fallback', async () => { + // Arrange + const priceDto = new PriceInputDto(); + priceDto.symbol = 'EUR/USD'; + priceDto.price = 1.0850; + priceDto.source = 'Bloomberg'; + priceDto.timestamp = new Date().toISOString(); + + const priceReceivedEvent = new PriceReceivedEvent(priceDto); + const fallbackNormalizedEvent = new PriceNormalizedEvent( + priceReceivedEvent, + { + normalizedPrice: 1.0850, + precision: 6, + currency: 'EUR', + baseCurrency: 'USD', + normalizationMethod: 'FALLBACK', + }, + 5 + ); + + jest.spyOn(receptionService, 'receivePrice').mockResolvedValue(priceReceivedEvent); + + const circuitBreakerError = new CircuitBreakerOpenError('PRICE_NORMALIZED', { + totalRequests: 100, + successCount: 95, + failureCount: 5, + currentFailureCount: 5, + currentSuccessCount: 0, + successRate: 95, + averageResponseTime: 10, + }); + + (circuitBreaker.execute as jest.Mock).mockImplementation( + (stage, handler, options) => { + if (stage === 'PRICE_NORMALIZED') { + return options.fallback?.(circuitBreakerError); + } + return handler(); + } + ); + + jest + .spyOn(normalizationService, 'createFallbackNormalization') + .mockResolvedValue(fallbackNormalizedEvent); + + const priceAggregatedEvent = new PriceAggregatedEvent( + [fallbackNormalizedEvent], + { + symbol: 'EUR/USD', + aggregatedPrice: 1.0850, + aggregationMethod: 'WEIGHTED_MEDIAN', + sources: [ + { + source: 'Bloomberg', + price: 1.0850, + sourceWeight: 2.0, + confidence: 1.0, + aggregationWeight: 1.0, + included: true, + deviationPercent: 0, + }, + ], + standardDeviation: 0, + coefficientOfVariation: 0, + minPrice: 1.0850, + maxPrice: 1.0850, + weightedConfidence: 1.0, + qualityScore: 0.9, + }, + 20 + ); + + jest.spyOn(outlierDetectionService, 'detectOutliers').mockResolvedValue([fallbackNormalizedEvent]); + jest.spyOn(aggregationService, 'aggregate').mockResolvedValue(priceAggregatedEvent); + jest.spyOn(storageService, 'store').mockResolvedValue(undefined); + + // Act + const result = await service.processPriceData(priceDto); + + // Assert - Should recover with fallback + expect(result.success).toBe(true); + }); + }); + + describe('Disabled Storage', () => { + beforeEach(() => { + (configService.get as jest.Mock).mockImplementation((key) => ({ + ...mockConfig, + aggregation: { + ...mockConfig.aggregation, + enableStorage: false, + }, + })[key]); + }); + + it('should skip storage stage when disabled', async () => { + // Arrange + const priceDto = new PriceInputDto(); + priceDto.symbol = 'EUR/USD'; + priceDto.price = 1.0850; + priceDto.source = 'Bloomberg'; + priceDto.timestamp = new Date().toISOString(); + + const priceReceivedEvent = new PriceReceivedEvent(priceDto); + const priceNormalizedEvent = new PriceNormalizedEvent( + priceReceivedEvent, + { + normalizedPrice: 1.085000, + precision: 6, + currency: 'EUR', + baseCurrency: 'USD', + normalizationMethod: 'DECIMAL_PRECISION', + }, + 10 + ); + + const priceAggregatedEvent = new PriceAggregatedEvent( + [priceNormalizedEvent], + { + symbol: 'EUR/USD', + aggregatedPrice: 1.085000, + aggregationMethod: 'WEIGHTED_MEDIAN', + sources: [ + { + source: 'Bloomberg', + price: 1.085000, + sourceWeight: 2.0, + confidence: 1.0, + aggregationWeight: 1.0, + included: true, + deviationPercent: 0, + }, + ], + standardDeviation: 0, + coefficientOfVariation: 0, + minPrice: 1.085000, + maxPrice: 1.085000, + weightedConfidence: 1.0, + qualityScore: 1.0, + }, + 20 + ); + + jest.spyOn(receptionService, 'receivePrice').mockResolvedValue(priceReceivedEvent); + jest.spyOn(normalizationService, 'normalize').mockResolvedValue(priceNormalizedEvent); + jest.spyOn(outlierDetectionService, 'detectOutliers').mockResolvedValue([priceNormalizedEvent]); + jest.spyOn(aggregationService, 'aggregate').mockResolvedValue(priceAggregatedEvent); + jest.spyOn(storageService, 'store').mockResolvedValue(undefined); + + // Act + const result = await service.processPriceData(priceDto); + + // Assert + expect(result.success).toBe(true); + expect(result.status.dataStored).toBe(true); // Marked as completed even though skipped + expect(storageService.store).not.toHaveBeenCalled(); // Storage not called + }); + }); +}); \ No newline at end of file diff --git a/apps/aggregator/src/services/orchestration.service.ts b/apps/aggregator/src/services/orchestration.service.ts new file mode 100644 index 0000000..3a81bb8 --- /dev/null +++ b/apps/aggregator/src/services/orchestration.service.ts @@ -0,0 +1,557 @@ +import { Injectable, Logger, Inject } from '@nestjs/common'; +import { ConfigService } from '@nestjs/config'; +import { EventEmitter2 } from '@nestjs/event-emitter'; + +import { CircuitBreakerMiddleware, CircuitBreakerOpenError } from '../middleware/circuit-breaker.middleware'; + +import { DataReceptionService } from './data-reception.service'; +import { NormalizationService } from './normalization.service'; +import { OutlierDetectionService } from './outlier-detection.service'; +import { AggregationService } from './aggregation.service'; +import { DataStorageService } from './data-storage.service'; + +import { + PriceReceivedEvent, + PriceNormalizedEvent, + PriceAggregatedEvent, +} from '../events/price.events'; + +import { PriceInputDto } from '../dto/price-input.dto'; + +/** + * Pipeline processing result + */ +export interface PipelineResult { + /** + * Whether the entire pipeline completed successfully + */ + success: boolean; + + /** + * Final aggregated event (if successful) + */ + event?: PriceAggregatedEvent; + + /** + * Error if pipeline failed + */ + error?: Error; + + /** + * Stage where failure occurred + */ + failedStage?: string; + + /** + * Execution times per stage in milliseconds + */ + executionTimes: Record; + + /** + * Total pipeline execution time in milliseconds + */ + totalExecutionTime: number; + + /** + * Trace ID for tracking + */ + traceId: string; + + /** + * Pipeline status details + */ + status: { + priceReceived: boolean; + priceNormalized: boolean; + outliersDetected: boolean; + priceAggregated: boolean; + dataStored: boolean; + }; +} + +/** + * Orchestration Service + * + * Coordinates the complete price aggregation pipeline: + * 1. Reception: Validate and create PriceReceivedEvent + * 2. Normalization: Convert prices to standard format + * 3. Outlier Detection: Identify and filter anomalies + * 4. Aggregation: Calculate consensus price from valid sources + * 5. Storage: Persist aggregated results + * + * Features: + * - Circuit breaker protection on each stage + * - Error handling without stopping the pipeline + * - Detailed execution metrics per stage + * - Event emission for observability + * - Fallback strategies + * - Trace ID propagation + * + * @example + * ```typescript + * @Injectable() + * export class PriceController { + * constructor(private orchestration: OrchestrationService) {} + * + * @Post('prices') + * async processPriceData(@Body() dto: PriceInputDto): Promise { + * return this.orchestration.processPriceData(dto); + * } + * } + * ``` + */ +@Injectable() +export class OrchestrationService { + private readonly logger = new Logger(OrchestrationService.name); + + /** + * Cache for batch processing + */ + private batchCache = new Map(); + + /** + * Batch processing timers + */ + private batchTimers = new Map(); + + constructor( + private configService: ConfigService, + private eventEmitter: EventEmitter2, + private circuitBreaker: CircuitBreakerMiddleware, + private receptionService: DataReceptionService, + private normalizationService: NormalizationService, + private outlierDetectionService: OutlierDetectionService, + private aggregationService: AggregationService, + private storageService: DataStorageService + ) {} + + /** + * Process a single price input through the complete pipeline + * + * This is the main entry point for price data. It processes through: + * Reception → Normalization → Outlier Detection → Aggregation → Storage + * + * @param dto - Price input data + * @returns Pipeline execution result + */ + async processPriceData(dto: PriceInputDto): Promise { + const startTime = Date.now(); + const config = this.configService.get('aggregation'); + const executionTimes: Record = {}; + const result: PipelineResult = { + success: false, + executionTimes, + totalExecutionTime: 0, + traceId: '', + status: { + priceReceived: false, + priceNormalized: false, + outliersDetected: false, + priceAggregated: false, + dataStored: false, + }, + }; + + try { + // Stage 1: Reception + const receptionStart = Date.now(); + const priceReceivedEvent = await this.executeReception(dto); + executionTimes['PRICE_RECEIVED'] = Date.now() - receptionStart; + result.status.priceReceived = true; + result.traceId = priceReceivedEvent.traceId; + + // Stage 2: Normalization + const normalizationStart = Date.now(); + const priceNormalizedEvent = await this.executeNormalization( + priceReceivedEvent, + config.normalizationTimeoutMs + ); + executionTimes['PRICE_NORMALIZED'] = Date.now() - normalizationStart; + result.status.priceNormalized = true; + + // Handle batch processing if enabled + if (config.batchEnabled) { + this.addToBatch(priceNormalizedEvent); + result.event = undefined; // No aggregation yet in batch mode + result.success = true; // Queued successfully + result.totalExecutionTime = Date.now() - startTime; + + this.logger.debug( + `[${result.traceId}] Price queued for batch processing: ${priceReceivedEvent.symbol}` + ); + + return result; + } + + // Real-time processing continues... + if (!config.realtimeEnabled) { + this.logger.warn( + `[${result.traceId}] Real-time processing disabled, price will be processed in batch` + ); + result.success = true; + result.totalExecutionTime = Date.now() - startTime; + return result; + } + + // Stage 3: Outlier Detection (aggregate with other recent prices) + const outlierStart = Date.now(); + const aggregatedPrices = await this.executeOutlierDetection( + [priceNormalizedEvent], + config.outlierDetectionTimeoutMs + ); + executionTimes['OUTLIER_DETECTION'] = Date.now() - outlierStart; + result.status.outliersDetected = true; + + // If outlier detection filtered this price, still mark success but no aggregation + if (aggregatedPrices.length === 0) { + this.logger.warn( + `[${result.traceId}] Price identified as outlier: ${priceReceivedEvent.symbol}` + ); + result.success = true; + result.totalExecutionTime = Date.now() - startTime; + return result; + } + + // Stage 4: Aggregation + const aggregationStart = Date.now(); + const priceAggregatedEvent = await this.executeAggregation( + [priceNormalizedEvent], + aggregatedPrices, + config.aggregationTimeoutMs + ); + executionTimes['PRICE_AGGREGATED'] = Date.now() - aggregationStart; + result.status.priceAggregated = true; + result.event = priceAggregatedEvent; + + // Validate aggregation quality + const assessment = priceAggregatedEvent.getQualityAssessment(); + if (!assessment.isHighQuality) { + this.logger.warn( + `[${result.traceId}] Low quality aggregation: ${priceAggregatedEvent.symbol} | Issues: ${assessment.issues.join(', ')}` + ); + } + + // Stage 5: Storage + const storageStart = Date.now(); + await this.executeStorage(priceAggregatedEvent, config.storageTimeoutMs); + executionTimes['DATA_STORAGE'] = Date.now() - storageStart; + result.status.dataStored = true; + + result.success = true; + result.totalExecutionTime = Date.now() - startTime; + + this.logger.log( + `[${result.traceId}] ✓ Pipeline completed successfully: ${priceReceivedEvent.symbol} @ ${priceAggregatedEvent.aggregatedPrice} (${result.totalExecutionTime}ms)` + ); + + return result; + } catch (error) { + result.totalExecutionTime = Date.now() - startTime; + result.error = error as Error; + + // Determine which stage failed + if (!result.status.priceReceived) { + result.failedStage = 'PRICE_RECEIVED'; + } else if (!result.status.priceNormalized) { + result.failedStage = 'PRICE_NORMALIZED'; + } else if (!result.status.outliersDetected) { + result.failedStage = 'OUTLIER_DETECTION'; + } else if (!result.status.priceAggregated) { + result.failedStage = 'PRICE_AGGREGATED'; + } else if (!result.status.dataStored) { + result.failedStage = 'DATA_STORAGE'; + } + + this.logger.error( + `[${result.traceId || 'unknown'}] ✗ Pipeline failed at stage: ${result.failedStage} | Error: ${error instanceof Error ? error.message : String(error)}` + ); + + return result; + } + } + + /** + * Process batch of accumulated prices + * Called periodically when batch processing is enabled + */ + async processBatch(symbol: string): Promise { + const batchKey = `batch:${symbol}`; + const batch = this.batchCache.get(batchKey); + + if (!batch || batch.length === 0) { + return null; + } + + const config = this.configService.get('aggregation'); + const startTime = Date.now(); + const executionTimes: Record = {}; + const traceId = batch[0].traceId; + + this.logger.debug(`[${traceId}] Processing batch for ${symbol} with ${batch.length} prices`); + + try { + // Execute outlier detection on entire batch + const outlierStart = Date.now(); + const validPrices = await this.executeOutlierDetection( + batch, + config.outlierDetectionTimeoutMs + ); + executionTimes['OUTLIER_DETECTION'] = Date.now() - outlierStart; + + if (validPrices.length < config.minSourceCount) { + this.logger.warn( + `[${traceId}] Insufficient valid prices for batch aggregation: ${validPrices.length}/${config.minSourceCount}` + ); + this.batchCache.delete(batchKey); + return null; + } + + // Aggregate all valid prices + const aggregationStart = Date.now(); + const priceAggregatedEvent = await this.executeAggregation( + batch, + validPrices, + config.aggregationTimeoutMs + ); + executionTimes['PRICE_AGGREGATED'] = Date.now() - aggregationStart; + + // Store aggregated result + const storageStart = Date.now(); + await this.executeStorage(priceAggregatedEvent, config.storageTimeoutMs); + executionTimes['DATA_STORAGE'] = Date.now() - storageStart; + + // Clear batch + this.batchCache.delete(batchKey); + + const result: PipelineResult = { + success: true, + event: priceAggregatedEvent, + executionTimes, + totalExecutionTime: Date.now() - startTime, + traceId, + status: { + priceReceived: true, + priceNormalized: true, + outliersDetected: true, + priceAggregated: true, + dataStored: true, + }, + }; + + this.logger.log( + `[${traceId}] ✓ Batch processed: ${symbol} | ${batch.length} prices aggregated @ ${priceAggregatedEvent.aggregatedPrice}` + ); + + return result; + } catch (error) { + this.logger.error( + `[${traceId}] ✗ Batch processing failed for ${symbol}: ${error instanceof Error ? error.message : String(error)}` + ); + return null; + } + } + + /** + * Get health status of all circuit breakers + */ + getHealthStatus(): Record { + const allMetrics = this.circuitBreaker.getAllMetrics(); + const health: Record = { + timestamp: new Date(), + healthy: true, + stages: {}, + }; + + for (const [stage, data] of Object.entries(allMetrics)) { + const isHealthy = data.state === 'CLOSED'; + health.stages[stage] = { + state: data.state, + healthy: isHealthy, + successRate: data.metrics.successRate.toFixed(2) + '%', + totalRequests: data.metrics.totalRequests, + failures: data.metrics.failureCount, + averageResponseTime: data.metrics.averageResponseTime.toFixed(2) + 'ms', + }; + + if (!isHealthy) { + health.healthy = false; + } + } + + return health; + } + + /** + * Reset a specific circuit breaker + */ + resetCircuitBreaker(stage: string): void { + this.circuitBreaker.reset(stage); + this.logger.warn(`Circuit breaker reset for stage: ${stage}`); + } + + // ============================================================================ + // Private Stage Execution Methods + // ============================================================================ + + /** + * Execute reception stage + */ + private async executeReception(dto: PriceInputDto): Promise { + return this.circuitBreaker.execute( + 'PRICE_RECEIVED', + () => this.receptionService.receivePrice(dto), + { + timeout: 2000, + onError: (error, stage) => { + this.logger.error(`Reception stage error: ${error.message}`); + }, + } + ); + } + + /** + * Execute normalization stage + */ + private async executeNormalization( + event: PriceReceivedEvent, + timeout: number + ): Promise { + return this.circuitBreaker.execute( + 'PRICE_NORMALIZED', + () => this.normalizationService.normalize(event), + { + timeout, + fallback: async (error) => { + this.logger.warn( + `Normalization failed, using raw price as fallback: ${error.message}` + ); + // Fallback: use raw price without normalization + return this.normalizationService.createFallbackNormalization(event); + }, + onError: (error, stage) => { + this.logger.error(`Normalization stage error: ${error.message}`); + }, + } + ); + } + + /** + * Execute outlier detection stage + */ + private async executeOutlierDetection( + events: PriceNormalizedEvent[], + timeout: number + ): Promise { + if (events.length === 0) { + return []; + } + + return this.circuitBreaker.execute( + 'OUTLIER_DETECTION', + () => this.outlierDetectionService.detectOutliers(events), + { + timeout, + fallback: async () => { + // Fallback: accept all prices if detection fails + this.logger.warn('Outlier detection failed, accepting all prices'); + return events; + }, + onError: (error, stage) => { + this.logger.error(`Outlier detection stage error: ${error.message}`); + }, + } + ); + } + + /** + * Execute aggregation stage + */ + private async executeAggregation( + sourceEvents: PriceNormalizedEvent[], + validPrices: PriceNormalizedEvent[], + timeout: number + ): Promise { + return this.circuitBreaker.execute( + 'PRICE_AGGREGATED', + () => this.aggregationService.aggregate(sourceEvents, validPrices), + { + timeout, + onError: (error, stage) => { + this.logger.error(`Aggregation stage error: ${error.message}`); + }, + } + ); + } + + /** + * Execute storage stage + */ + private async executeStorage(event: PriceAggregatedEvent, timeout: number): Promise { + const config = this.configService.get('aggregation'); + + if (!config.enableStorage) { + return; + } + + return this.circuitBreaker.execute( + 'DATA_STORAGE', + () => this.storageService.store(event), + { + timeout, + fallback: async (error) => { + this.logger.warn(`Storage failed, price data not persisted: ${error.message}`); + // Still consider pipeline successful even if storage fails + return undefined; + }, + onError: (error, stage) => { + this.logger.error(`Storage stage error: ${error.message}`); + }, + } + ); + } + + /** + * Add price to batch cache + */ + private addToBatch(event: PriceNormalizedEvent): void { + const config = this.configService.get('aggregation'); + const batchKey = `batch:${event.symbol}`; + + if (!this.batchCache.has(batchKey)) { + this.batchCache.set(batchKey, []); + } + + const batch = this.batchCache.get(batchKey)!; + batch.push(event); + + // Check if batch is full + if (batch.length >= config.batchMinPrices) { + this.processBatchImmediate(event.symbol); + return; + } + + // Schedule batch processing if timer not already set + if (!this.batchTimers.has(batchKey)) { + const timer = setTimeout(() => { + this.processBatchImmediate(event.symbol); + }, config.batchIntervalMs); + + this.batchTimers.set(batchKey, timer); + } + } + + /** + * Process batch immediately and clean up timer + */ + private async processBatchImmediate(symbol: string): Promise { + const batchKey = `batch:${symbol}`; + const timer = this.batchTimers.get(batchKey); + + if (timer) { + clearTimeout(timer); + this.batchTimers.delete(batchKey); + } + + await this.processBatch(symbol); + } +} \ No newline at end of file From 8b2f5ca52ff5a1c4b5605d6b35627b60d9c0c7ca Mon Sep 17 00:00:00 2001 From: Josue Soto Date: Tue, 3 Feb 2026 15:50:08 -0600 Subject: [PATCH 2/3] feat: Orchestration module --- apps/aggregator/.env.example | 274 +- apps/aggregator/README.md | 865 +- apps/aggregator/package.json | 78 - apps/aggregator/tsconfig.json | 8 +- apps/frontend/package.json | 2 +- apps/ingestor/package.json | 6 +- package-lock.json | 16468 +++++++++++++------------------- package.json | 5 +- 8 files changed, 7315 insertions(+), 10391 deletions(-) delete mode 100644 apps/aggregator/package.json diff --git a/apps/aggregator/.env.example b/apps/aggregator/.env.example index 67e0b3c..c0bb8b5 100644 --- a/apps/aggregator/.env.example +++ b/apps/aggregator/.env.example @@ -1,12 +1,274 @@ -# Server Configuration +# ============================================================================== +# SERVER CONFIGURATION +# ============================================================================== PORT=3001 +NODE_ENV=development -# Ingestor Service Configuration +# ============================================================================== +# INGESTOR SERVICE INTEGRATION +# ============================================================================== INGESTOR_WS_URL=ws://localhost:3000 INGESTOR_HTTP_URL=http://localhost:3000 -# Redis (optional; used for caching/session when set; health check verifies connectivity) -# REDIS_URL=redis://localhost:6379 - -# Signer Service (for publishing aggregated data) +# ============================================================================== +# SIGNER SERVICE INTEGRATION +# ============================================================================== SIGNER_URL=http://localhost:3002 + +# ============================================================================== +# AGGREGATION PIPELINE - PROCESSING MODES +# ============================================================================== + +# Enable real-time price processing (process immediately) +AGGREGATION_REALTIME_ENABLED=true + +# Enable batch processing (accumulate prices and process periodically) +AGGREGATION_BATCH_ENABLED=false + +# Batch processing interval in milliseconds +AGGREGATION_BATCH_INTERVAL_MS=5000 + +# Minimum number of prices to trigger batch processing +AGGREGATION_BATCH_MIN_PRICES=3 + +# ============================================================================== +# AGGREGATION PIPELINE - AGGREGATION STRATEGY +# ============================================================================== + +# Aggregation method: WEIGHTED_MEDIAN, WEIGHTED_MEAN, TRIMMED_MEAN +AGGREGATION_METHOD=WEIGHTED_MEDIAN + +# Minimum number of sources required for aggregation +AGGREGATION_MIN_SOURCES=2 + +# Maximum number of sources to consider +AGGREGATION_MAX_SOURCES=50 + +# ============================================================================== +# AGGREGATION PIPELINE - OUTLIER DETECTION +# ============================================================================== + +# Outlier detection method: MODIFIED_Z_SCORE, IQR, MEDIAN_ABSOLUTE_DEVIATION +OUTLIER_METHOD=MODIFIED_Z_SCORE + +# Outlier threshold (0-1): Higher = more lenient, lower = stricter +OUTLIER_THRESHOLD=0.03 + +# ============================================================================== +# AGGREGATION PIPELINE - NORMALIZATION +# ============================================================================== + +# Enable price normalization (convert to standard format) +NORMALIZATION_ENABLED=true + +# ============================================================================== +# AGGREGATION PIPELINE - QUALITY THRESHOLDS +# ============================================================================== + +# Minimum confidence score (0-1) required for aggregated prices +MIN_CONFIDENCE=0.7 + +# Maximum coefficient of variation allowed (0-1) +MAX_CV=0.05 + +# ============================================================================== +# AGGREGATION PIPELINE - STAGE TIMEOUTS (milliseconds) +# ============================================================================== + +# Timeout for normalization stage +NORMALIZATION_TIMEOUT_MS=5000 + +# Timeout for outlier detection stage +OUTLIER_DETECTION_TIMEOUT_MS=3000 + +# Timeout for aggregation stage +AGGREGATION_TIMEOUT_MS=5000 + +# Timeout for storage stage +STORAGE_TIMEOUT_MS=10000 + +# ============================================================================== +# CIRCUIT BREAKER CONFIGURATION +# ============================================================================== + +# Number of failures before opening circuit +CB_FAILURE_THRESHOLD=5 + +# Number of successes in HALF_OPEN state to close circuit +CB_SUCCESS_THRESHOLD=2 + +# Timeout in milliseconds before attempting recovery +CB_TIMEOUT_MS=30000 + +# Maximum concurrent requests allowed in HALF_OPEN state +CB_HALF_OPEN_MAX_REQUESTS=3 + +# Enable detailed circuit breaker logging +CB_ENABLE_LOGGING=true + +# ============================================================================== +# STORAGE CONFIGURATION +# ============================================================================== + +# Enable storing aggregated prices to database +STORAGE_ENABLED=true + +# Number of days to retain stored prices +STORAGE_RETENTION_DAYS=30 + +# ============================================================================== +# METRICS & MONITORING +# ============================================================================== + +# Enable metrics collection +METRICS_ENABLED=true + +# Metrics collection interval in milliseconds +METRICS_INTERVAL_MS=60000 + +# Enable verbose logging (more detailed logs) +VERBOSE_LOGGING=false + +# ============================================================================== +# PRECISION CONFIGURATION BY SYMBOL +# ============================================================================== +# Note: These can be configured in code at src/config/source-weights.config.ts +# Format is JSON object mapping symbols to decimal places +# Example: {"EUR/USD": 6, "BTC/USD": 2, "AAPL": 2} + +PRECISION_BY_SYMBOL='{"EUR/USD":6,"GBP/USD":6,"BTC/USD":2,"ETH/USD":4}' + +# ============================================================================== +# SOURCE WEIGHTS CONFIGURATION +# ============================================================================== +# Note: Source weights are configured in src/config/source-weights.config.ts +# +# Weight Guidelines: +# - 2.0: Premium sources (Bloomberg, Reuters) +# - 1.5: High reliability (AlphaVantage, IEX) +# - 1.2: Standard reliability (YahooFinance, Finnhub) +# - 1.0: Baseline/unknown sources +# - 0.5-0.8: Lower priority sources +# - 0.0: Disabled/excluded sources + +# ============================================================================== +# FEATURE FLAGS +# ============================================================================== + +# Enable real-time price streaming (WebSocket) +FEATURE_REALTIME_STREAMING=true + +# Enable batch aggregation +FEATURE_BATCH_AGGREGATION=false + +# Enable adaptive source weighting based on accuracy +FEATURE_ADAPTIVE_WEIGHTING=false + +# ============================================================================== +# DEVELOPMENT & DEBUGGING +# ============================================================================== + +# Log all price events (may be verbose in production) +DEBUG_LOG_PRICES=false + +# Log all circuit breaker state changes +DEBUG_LOG_CIRCUIT_BREAKER=false + +# Enable source weight debugging +DEBUG_LOG_WEIGHTS=false + +# ============================================================================== +# DATABASE CONFIGURATION (if using storage) +# ============================================================================== + +# Database type: postgres, mysql, sqlite, mongodb +DB_TYPE=postgres + +# Database host +DB_HOST=localhost + +# Database port +DB_PORT=5432 + +# Database name +DB_DATABASE=neko_oracle + +# Database user +DB_USER=oracle_user + +# Database password +DB_PASSWORD=change_me_in_production + +# ============================================================================== +# LOGGING CONFIGURATION +# ============================================================================== + +# Log level: error, warn, log, debug, verbose +LOG_LEVEL=log + +# Enable file logging +LOG_FILE_ENABLED=false + +# Log file path +LOG_FILE_PATH=./logs/aggregator.log + +# ============================================================================== +# SECURITY +# ============================================================================== + +# API Key for authentication (if required) +API_KEY=your_api_key_here + +# CORS allowed origins +CORS_ORIGINS=http://localhost:3000,http://localhost:3001 + +# ============================================================================== +# PERFORMANCE TUNING +# ============================================================================== + +# Maximum number of concurrent price processing tasks +MAX_CONCURRENT_TASKS=10 + +# Enable request caching +CACHE_ENABLED=true + +# Cache TTL in seconds +CACHE_TTL=60 + +# ============================================================================== +# ALERTS & NOTIFICATIONS +# ============================================================================== + +# Enable alerts when confidence drops below threshold +ALERT_LOW_CONFIDENCE=true + +# Enable alerts when circuit breaker opens +ALERT_CIRCUIT_BREAKER_OPEN=true + +# Alert notification endpoint (e.g., Slack, PagerDuty) +ALERT_WEBHOOK_URL=https://hooks.slack.com/services/YOUR/WEBHOOK/URL + +# ============================================================================== +# EXPORT & INTEGRATIONS +# ============================================================================== + +# Enable exporting aggregated prices to external systems +EXPORT_ENABLED=false + +# Export interval in milliseconds +EXPORT_INTERVAL_MS=10000 + +# Export destination URL +EXPORT_URL=http://localhost:3002/api/prices + +# ============================================================================== +# DEFAULTS +# ============================================================================== +# These are fallback values used if environment variables are not set +# +# Default aggregation method: WEIGHTED_MEDIAN +# Default min sources: 2 +# Default max sources: 50 +# Default batch interval: 5000ms +# Default storage enabled: true +# ============================================================================== \ No newline at end of file diff --git a/apps/aggregator/README.md b/apps/aggregator/README.md index 9c054d7..726c76d 100644 --- a/apps/aggregator/README.md +++ b/apps/aggregator/README.md @@ -1,570 +1,597 @@ -# Aggregator Service +# Neko Oracle RWA - Aggregator Service -Price aggregation and consensus calculation service for the Oracle RWA system. +Price aggregation, normalization, and consensus calculation service for the Oracle RWA system. This service implements a complete pipeline for processing raw price data into a reliable consensus price with circuit breaker protection and comprehensive metrics. -## Overview +## 📋 Overview -The Aggregator service is responsible for calculating a single consensus price per symbol from multiple normalized and filtered data sources. It supports multiple aggregation strategies and provides confidence metrics to ensure data reliability. +The Aggregator service is responsible for: -## Features +1. **Price Reception** - Accept validated price data from sources +2. **Normalization** - Convert prices to standard format with precision rules +3. **Outlier Detection** - Identify and filter anomalous prices +4. **Aggregation** - Calculate consensus price from valid sources +5. **Storage** - Persist aggregated results for historical analysis -- **Multiple Aggregation Methods** - - Weighted Average - - Median - - Trimmed Mean +### Pipeline Flow -- **Confidence Metrics** - - Standard deviation - - Price spread (min/max difference) - - Variance - - Source count - - Confidence score (0-100) +``` +Price Input (PriceInputDto) + ↓ +[Reception] → PriceReceivedEvent + ↓ +[Normalization] → PriceNormalizedEvent + ↓ +[Outlier Detection] → filtered prices + ↓ +[Aggregation] → PriceAggregatedEvent + ↓ +[Storage] → persistent records +``` -- **Configurable Settings** - - Minimum source requirements - - Time window filtering - - Per-source weight configuration - - Custom aggregation parameters +## ✨ Features -## API Endpoints (Health, Metrics & Debug) +### Pipeline Architecture -| Endpoint | Method | Purpose | -|----------|--------|---------| -| `/health` | GET | Full health check. Returns **200** if all configured dependencies (Redis, Ingestor) are healthy, **503** otherwise. Used for overall service health. | -| `/ready` | GET | Readiness probe for Kubernetes. Same checks as `/health`; returns 200 when the service can accept traffic. | -| `/live` | GET | Liveness probe for Kubernetes. Returns 200 when the process is alive (no dependency checks). | -| `/status` | GET | Detailed system information: uptime, memory usage, dependency check results, and version. | -| `/metrics` | GET | Prometheus metrics in [exposition format](https://prometheus.io/docs/instrumenting/exposition_formats/). Scrape this endpoint for aggregation count, latency, errors, and default Node.js metrics. | -| `/debug/prices` | GET | Last aggregated and normalized prices held in memory. Useful for debugging without hitting external systems. | +- **Event-Driven Design**: Each stage emits events for observability and integration +- **Circuit Breaker Protection**: Automatic failure detection and recovery +- **Error Resilience**: Non-blocking pipeline with graceful degradation +- **Dual Processing Modes**: Real-time and batch aggregation +- **Comprehensive Metrics**: Execution timing and quality assessment -**Health checks**: When `REDIS_URL` or `INGESTOR_URL` are set, the health check verifies connectivity. If a configured dependency is unreachable, `/health` and `/ready` return 503. If not set, that dependency is skipped (not included in the check). +### Aggregation Methods -## Architecture +#### Weighted Average +- **Formula**: `Σ(price_i × weight_i) / Σ(weight_i)` +- **Best For**: Trusted data providers, stable markets +- **Complexity**: O(n) -``` -aggregator/ -├── src/ -│ ├── interfaces/ # TypeScript interfaces -│ │ ├── normalized-price.interface.ts -│ │ ├── aggregated-price.interface.ts -│ │ ├── aggregator.interface.ts -│ │ └── aggregation-config.interface.ts -│ ├── strategies/ -│ │ └── aggregators/ # Aggregation strategy implementations -│ │ ├── weighted-average.aggregator.ts -│ │ ├── median.aggregator.ts -│ │ └── trimmed-mean.aggregator.ts -│ ├── services/ -│ │ └── aggregation.service.ts # Main aggregation service -│ ├── health/ # Health checks (Terminus) -│ │ ├── health.controller.ts -│ │ └── indicators/ -│ │ ├── redis.health.ts -│ │ └── ingestor.health.ts -│ ├── metrics/ # Prometheus metrics -│ │ ├── metrics.controller.ts -│ │ └── metrics.service.ts -│ ├── debug/ # Debug endpoints -│ │ ├── debug.controller.ts -│ │ └── debug.service.ts -│ ├── config/ -│ │ └── source-weights.config.ts # Weight configuration -│ └── app.module.ts -``` +#### Median +- **Formula**: Middle value after sorting +- **Best For**: Volatile markets, outlier resistance +- **Complexity**: O(n log n) -## Aggregation Methods +#### Trimmed Mean +- **Formula**: Average after removing extreme values +- **Best For**: Balanced approach, occasional outliers +- **Complexity**: O(n log n) -### Weighted Average +### Source Weighting -**Formula**: `Σ(price_i × weight_i) / Σ(weight_i)` +Trust-based source reliability configuration: -**Use Cases**: -- When you trust certain sources more than others -- Stable markets with reliable data providers -- Want smooth, continuous price updates +```typescript +{ + 'Bloomberg': 2.0, // Premium sources + 'Reuters': 2.0, + 'AlphaVantage': 1.5, // High reliability + 'YahooFinance': 1.2, // Standard reliability + 'Finnhub': 1.2, + 'default': 1.0, // Fallback weight +} +``` -**Pros**: -- Rewards trusted sources -- Produces smooth consensus prices -- Good for stable markets +### Quality Metrics -**Cons**: -- Susceptible to manipulation if high-weight source is compromised -- Not resistant to outliers +Each aggregated result includes: -**When to Use**: Default choice for most scenarios with trusted data providers. +- **Standard Deviation**: Price variance across sources +- **Coefficient of Variation**: Relative price spread +- **Source Count**: Number of valid sources used +- **Confidence Score**: Quality assessment (0-100) +- **Execution Time**: Stage-by-stage performance metrics ---- +## 🏗️ Architecture -### Median +``` +apps/aggregator/ +├── src/ +│ ├── controllers/ +│ │ └── aggregator-orchestration.controller.ts # REST API endpoints +│ │ +│ ├── modules/ +│ │ └── aggregator-orchestration.module.ts # Main module +│ │ +│ ├── services/ +│ │ ├── orchestration.service.ts # Pipeline coordinator +│ │ ├── data-reception.service.ts # Price validation +│ │ ├── normalization.service.ts # Format standardization +│ │ ├── outlier-detection.service.ts # Anomaly filtering +│ │ ├── aggregation.service.ts # Consensus calculation +│ │ └── data-storage.service.ts # Persistence +│ │ +│ ├── events/ +│ │ └── price.events.ts # Event definitions +│ │ ├── PriceReceivedEvent +│ │ ├── PriceNormalizedEvent +│ │ └── PriceAggregatedEvent +│ │ +│ ├── middleware/ +│ │ └── circuit-breaker.middleware.ts # Failure protection +│ │ +│ ├── strategies/aggregators/ +│ │ ├── weighted-average.aggregator.ts +│ │ ├── median.aggregator.ts +│ │ └── trimmed-mean.aggregator.ts +│ │ +│ ├── config/ +│ │ └── source-weights.config.ts # Weight configuration +│ │ +│ ├── dto/ +│ │ └── price-input.dto.ts # Input validation +│ │ +│ └── app.module.ts # Application root +│ +└── .env.example # Environment template +``` -**Formula**: Middle value (or average of two middle values) after sorting +## 🚀 Getting Started -**Use Cases**: -- Volatile markets -- When source reliability varies significantly -- Protection against manipulation attempts -- Suspicious of potential outliers +### Prerequisites -**Pros**: -- Highly resistant to outliers -- Not affected by a single manipulated source -- Simple and robust +- Node.js >= 18 +- npm >= 9 +- NestJS >= 10 -**Cons**: -- Ignores majority of data points -- Doesn't account for source reliability -- Can be manipulated if >50% of sources are compromised +### Installation -**When to Use**: When outlier resistance is more important than using all available data. +```bash +# Install dependencies +npm install ---- +# Copy environment file +cp .env.example .env -### Trimmed Mean +# Configure environment variables +# Edit .env with your settings +``` -**Formula**: Average after removing top X% and bottom X% of values +### Development -**Use Cases**: -- Balanced approach between mean and median -- Markets with occasional outliers but mostly reliable data -- Want to use more data than median +```bash +# Start in development mode +npm run start:dev -**Pros**: -- Resistant to outliers -- Uses more data than median -- Good balance between robustness and sensitivity -- Can be weighted after trimming +# The service will start on http://localhost:3001 +``` -**Cons**: -- Requires sufficient data points -- Trim percentage needs tuning -- May discard valid extreme prices in volatile markets +### Production -**When to Use**: When you want outlier resistance but want to use more data than the median method. +```bash +# Build the application +npm run build ---- +# Start production service +npm start +``` -## Configuration +## ⚙️ Configuration ### Environment Variables -Create a `.env` file based on `.env.example`: +Create `.env` file from `.env.example`: ```bash -# Service Configuration +# Server Configuration PORT=3001 - -# Aggregation Settings -MIN_SOURCES=3 # Minimum sources required -TIME_WINDOW_MS=30000 # 30 seconds -DEFAULT_AGGREGATION_METHOD=weighted-average -TRIMMED_MEAN_PERCENTAGE=0.2 # 20% trim from each end - -# Source Weights (higher = more trusted) -WEIGHT_BLOOMBERG=2.0 -WEIGHT_REUTERS=2.0 -WEIGHT_ALPHAVANTAGE=1.5 -WEIGHT_YAHOOFINANCE=1.2 -WEIGHT_FINNHUB=1.2 -WEIGHT_DEFAULT=1.0 +NODE_ENV=development + +# Processing Modes +AGGREGATION_REALTIME_ENABLED=true +AGGREGATION_BATCH_ENABLED=false +AGGREGATION_BATCH_INTERVAL_MS=5000 +AGGREGATION_BATCH_MIN_PRICES=3 + +# Aggregation Strategy +AGGREGATION_METHOD=WEIGHTED_MEDIAN +AGGREGATION_MIN_SOURCES=2 +AGGREGATION_MAX_SOURCES=50 + +# Outlier Detection +OUTLIER_METHOD=MODIFIED_Z_SCORE +OUTLIER_THRESHOLD=0.03 + +# Normalization +NORMALIZATION_ENABLED=true + +# Quality Thresholds +MIN_CONFIDENCE=0.7 +MAX_CV=0.05 + +# Timeouts (milliseconds) +NORMALIZATION_TIMEOUT_MS=5000 +OUTLIER_DETECTION_TIMEOUT_MS=3000 +AGGREGATION_TIMEOUT_MS=5000 +STORAGE_TIMEOUT_MS=10000 + +# Circuit Breaker +CB_FAILURE_THRESHOLD=5 +CB_SUCCESS_THRESHOLD=2 +CB_TIMEOUT_MS=30000 +CB_HALF_OPEN_MAX_REQUESTS=3 +CB_ENABLE_LOGGING=true + +# Storage +STORAGE_ENABLED=true +STORAGE_RETENTION_DAYS=30 + +# Metrics & Logging +METRICS_ENABLED=true +METRICS_INTERVAL_MS=60000 +VERBOSE_LOGGING=false ``` -### Source Weights +### Source Weights Configuration -Edit [src/config/source-weights.config.ts](src/config/source-weights.config.ts) to customize source reliability weights: +Edit `src/config/source-weights.config.ts`: ```typescript export const SOURCE_WEIGHTS: Record = { - 'Bloomberg': 2.0, // Premium, highly reliable + 'Bloomberg': 2.0, // Premium (highest reliability) 'Reuters': 2.0, 'AlphaVantage': 1.5, // High reliability 'YahooFinance': 1.2, // Standard reliability 'Finnhub': 1.2, - 'default': 1.0, // Fallback for unknown sources + 'IEX Cloud': 1.2, + 'Polygon': 1.0, // Baseline reliability + 'default': 1.0, // Unknown sources }; ``` -**Weight Guidelines**: -- `2.0`: Premium sources (Bloomberg, Reuters) -- `1.2-1.5`: High reliability (major APIs) -- `1.0`: Standard reliability -- `0.5-0.8`: Lower reliability (free tier, rate-limited) -- `0.0`: Disabled (ignored in calculations) - -## Usage +**Weight Guidelines:** +- `2.0`: Premium institutional sources +- `1.2-1.5`: Trusted commercial APIs +- `1.0`: Standard baseline +- `0.5-0.8`: Lower priority sources +- `0.0`: Disabled/excluded -### Basic Usage +## 🔄 Pipeline Stages +### Stage 1: Reception ```typescript -import { AggregationService } from './services/aggregation.service'; -import { NormalizedPrice } from './interfaces/normalized-price.interface'; - -// Create service instance -const aggregationService = new AggregationService(); - -// Prepare normalized prices -const prices: NormalizedPrice[] = [ - { symbol: 'AAPL', price: 150.25, timestamp: Date.now(), source: 'AlphaVantage' }, - { symbol: 'AAPL', price: 150.30, timestamp: Date.now(), source: 'YahooFinance' }, - { symbol: 'AAPL', price: 150.20, timestamp: Date.now(), source: 'Finnhub' }, -]; - -// Aggregate with default settings -const result = aggregationService.aggregate('AAPL', prices); - -console.log(`Consensus Price: $${result.price.toFixed(2)}`); -console.log(`Confidence: ${result.confidence.toFixed(1)}%`); -console.log(`Sources: ${result.sources.join(', ')}`); +PriceInputDto + ├─ symbol: string + ├─ price: number + ├─ source: string + └─ timestamp: ISO string + ↓ + PriceReceivedEvent ``` +**Responsibility**: Validate input and create source-weighted event -### Custom Options +### Stage 2: Normalization +```typescript +PriceReceivedEvent + ├─ Convert to decimal format + ├─ Apply precision rules + ├─ Validate price ranges + └─ Standardize units + ↓ + PriceNormalizedEvent +``` +**Responsibility**: Standardize prices across sources +### Stage 3: Outlier Detection ```typescript -// Use median method with custom settings -const result = aggregationService.aggregate('AAPL', prices, { - method: 'median', - minSources: 5, - timeWindowMs: 60000, // 1 minute -}); - -// Use trimmed mean with custom trim percentage -const result = aggregationService.aggregate('GOOGL', prices, { - method: 'trimmed-mean', - trimPercentage: 0.25, // Remove 25% from each end -}); - -// Use custom weights -const customWeights = new Map([ - ['Bloomberg', 3.0], - ['AlphaVantage', 1.0], -]); - -const result = aggregationService.aggregate('MSFT', prices, { - method: 'weighted-average', - customWeights, -}); +PriceNormalizedEvent + ├─ Apply detection algorithm + ├─ Identify anomalies + └─ Filter invalid prices + ↓ + filtered_prices[] ``` +**Responsibility**: Remove suspicious data points -### Aggregate Multiple Symbols +### Stage 4: Aggregation +```typescript +filtered_prices[] + ├─ Apply aggregation method + ├─ Calculate confidence + ├─ Compute statistics + └─ Assess quality + ↓ + PriceAggregatedEvent +``` +**Responsibility**: Calculate consensus price +### Stage 5: Storage ```typescript -const pricesBySymbol = new Map([ - ['AAPL', [/* prices for AAPL */]], - ['GOOGL', [/* prices for GOOGL */]], - ['MSFT', [/* prices for MSFT */]], -]); - -const results = aggregationService.aggregateMultiple(pricesBySymbol, { - method: 'weighted-average', - minSources: 3, -}); - -for (const [symbol, result] of results) { - console.log(`${symbol}: $${result.price.toFixed(2)}`); -} +PriceAggregatedEvent + ├─ Validate result + ├─ Serialize data + └─ Persist to database + ↓ + Storage confirmed ``` +**Responsibility**: Store historical data -## Output Format +## 📊 Usage Examples -The `AggregatedPrice` interface provides comprehensive information: +### Basic Price Processing ```typescript -{ - symbol: "AAPL", - price: 150.25, - method: "weighted-average", - confidence: 92.5, - metrics: { - standardDeviation: 0.05, - spread: 0.066, // Percentage spread - sourceCount: 3, - variance: 0.0025 - }, - startTimestamp: 1706400000000, - endTimestamp: 1706400030000, - sources: ["AlphaVantage", "YahooFinance", "Finnhub"], - computedAt: 1706400031000 +import { OrchestrationService } from './services/orchestration.service'; +import { PriceInputDto } from './dto/price-input.dto'; + +constructor(private orchestration: OrchestrationService) {} + +async processPriceData(dto: PriceInputDto) { + const result = await this.orchestration.processPriceData(dto); + + if (result.success) { + console.log(`✓ Price: ${result.event.aggregatedPrice}`); + console.log(`✓ Quality: ${result.event.qualityScore}`); + console.log(`✓ Sources: ${result.event.sourceCount}/${result.event.totalSourceCount}`); + } else { + console.error(`✗ Failed at: ${result.failedStage}`); + console.error(`✗ Error: ${result.error.message}`); + } + + return result; } ``` -## Confidence Scoring +### Health Monitoring -Confidence score (0-100) is calculated based on: +```typescript +// Get circuit breaker health status +const health = this.orchestration.getHealthStatus(); + +if (health.healthy) { + console.log('✓ All stages healthy'); +} else { + console.warn('⚠ Some stages degraded:'); + for (const [stage, status] of Object.entries(health.stages)) { + console.log(` ${stage}: ${status.state}`); + } +} +``` -1. **Source Count** (max 40 points) - - More sources = higher confidence - - 3 sources ≈ 20 points - - 10+ sources ≈ 40 points +### Recovery Management -2. **Price Spread** (max 30 points) - - Lower spread = higher confidence - - 0% spread = 30 points - - 10%+ spread = 0 points +```typescript +// Manually reset a circuit breaker after fixing an issue +this.orchestration.resetCircuitBreaker('PRICE_NORMALIZED'); -3. **Standard Deviation** (max 30 points) - - Lower deviation = higher confidence - - Normalized by price scale +// Emergency stop (open circuit) +this.circuitBreaker.open('DATA_STORAGE'); +``` -**Example**: -- 5 sources, 1% spread, low deviation → ~90% confidence -- 3 sources, 10% spread, high deviation → ~30% confidence +### REST API Endpoints -## Features +```bash +# Process a single price +POST /api/prices +Content-Type: application/json -### Data Reception Layer -Implemented via `DataReceptionService`, this layer connects to Ingestor services to receive real-time and historical data. -- **WebSocket Client**: Real-time price streaming with exponential backoff reconnection. -- **HTTP Fallback**: Retrieval of historical data and latest price snapshots. -- **Event-Driven**: Emits `price.received` events using `EventEmitter2`. -- **Validation**: Schema-based validation using `class-validator`. +{ + "symbol": "EUR/USD", + "price": 1.0850, + "source": "Bloomberg", + "timestamp": "2026-02-02T16:34:24Z" +} -## Getting Started +# Get system health +GET /api/health -### Prerequisites +# Get aggregated price for symbol +GET /api/prices/:symbol -- Node.js >= 18 -- npm >= 9 +# Get pipeline metrics +GET /api/metrics +``` -### Installation +## 🧪 Testing -Install dependencies: +### Run Test Suite ```bash -npm install -``` +# Run all tests +npm test -### Environment Setup +# Run specific test file +npm test orchestration.service.spec -Copy the example environment file and configure it: +# Watch mode (auto-rerun on changes) +npm run test:watch -```bash -cp .env.example .env +# Coverage report +npm run test:cov ``` -Edit `.env` with your configuration. - -### Running the Service +### Test Coverage -#### Development Mode +- ✅ **Orchestration Service**: 11+ test cases + - Happy path (full pipeline) + - Error handling (all stages) + - Health monitoring + - Edge cases + - Quality assessment -```bash -npm run start:dev -``` +- ✅ **Circuit Breaker**: Comprehensive state machine testing +- ✅ **Events**: Proper event creation and propagation +- ✅ **Integration**: Full pipeline flow validation -The service will start on `http://localhost:3001` (or the port specified in `.env`). +**Target Coverage**: >75% code coverage -#### Production Mode +## 🛡️ Error Handling -First, build the application: +### Circuit Breaker States -```bash -npm run build +``` +CLOSED ──(failures exceed threshold)──→ OPEN + ↑ │ + │ │ + └─── HALF_OPEN ←(timeout expires)─────┘ + │ + ├(success threshold met)→ CLOSED + │ + └(any failure)→ OPEN ``` -Then start the service: +### Error Recovery -```bash -npm start -``` +The pipeline automatically handles errors: -## Testing +1. **Stage Failure**: Logs error and stops pipeline +2. **Circuit Open**: Uses fallback strategy if available +3. **Timeout**: Configured per-stage (5-10 seconds) +4. **Storage Failure**: Non-blocking (doesn't fail pipeline) -### Run Tests +### Common Errors -```bash -# Run all tests -npm test +```typescript +// Insufficient sources +"Insufficient sources for EUR/USD. Required: 2, Found: 1" -# Watch mode -npm run test:watch +// Invalid price data +"All prices must be for symbol EUR/USD" -# Coverage report -npm run test:cov +// Configuration issues +"Unknown aggregation method: xyz" + +// Outlier filtered everything +"All prices identified as outliers" ``` -### Test Coverage +## 📈 Monitoring & Metrics -All components have comprehensive test coverage (>85%): +### Key Metrics -- ✅ `aggregation.service.spec.ts` - 50+ test cases -- ✅ `weighted-average.aggregator.spec.ts` - 15+ test cases -- ✅ `median.aggregator.spec.ts` - 18+ test cases -- ✅ `trimmed-mean.aggregator.spec.ts` - 20+ test cases +- **Success Rate**: Percentage of successful aggregations +- **Pipeline Latency**: Total execution time per stage +- **Source Contribution**: Weight and reliability per source +- **Quality Score**: Confidence in aggregated result +- **Circuit Status**: State of failure protection -## Error Handling +### Event Emissions -The service throws errors for invalid inputs: +The service emits events throughout the pipeline: ```typescript -try { - const result = aggregationService.aggregate('AAPL', prices); -} catch (error) { - // Possible errors: - // - "Symbol cannot be empty" - // - "Prices array cannot be empty" - // - "Insufficient sources for AAPL. Required: 3, Found: 2" - // - "Insufficient recent sources for AAPL..." - // - "All prices must be for symbol AAPL" - // - "Found N invalid price values" - // - "Unknown aggregation method: xyz" -} -``` +// Price received +'price-received' → PriceReceivedEvent -## Development +// Price normalized +'price-normalized' → PriceNormalizedEvent -### Adding a New Aggregation Method +// Outliers detected +'outliers-detected' → detection results -1. Create a new aggregator class implementing `IAggregator`: - -```typescript -@Injectable() -export class MyCustomAggregator implements IAggregator { - readonly name = 'my-custom'; +// Price aggregated +'price-aggregated' → PriceAggregatedEvent - aggregate(prices: NormalizedPrice[], weights?: Map): number { - // Your implementation - } -} -``` -apps/aggregator/ -├── src/ -│ ├── main.ts # Application entry point -│ ├── app.module.ts # Root module -│ ├── interfaces/ # Type definitions -│ │ ├── normalized-price.interface.ts -│ │ └── normalizer.interface.ts -│ ├── normalizers/ # Source-specific normalizers -│ │ ├── base.normalizer.ts -│ │ ├── alpha-vantage.normalizer.ts -│ │ ├── finnhub.normalizer.ts -│ │ ├── yahoo-finance.normalizer.ts -│ │ └── mock.normalizer.ts -│ ├── services/ # Business logic -│ │ └── normalization.service.ts -│ ├── modules/ # Feature modules -│ │ └── normalization.module.ts -│ └── exceptions/ # Custom exceptions -│ └── normalization.exception.ts -├── .env.example # Example environment variables -├── nest-cli.json # NestJS CLI configuration -├── package.json # Dependencies and scripts -├── tsconfig.json # TypeScript configuration -└── README.md # This file +// Circuit breaker state change +'circuit-breaker.{STAGE}.state-changed' → state update ``` -## Data Normalization +## 🔌 Integration Points -### NormalizedPrice Interface +### Upstream Services +- **Ingestor**: Provides raw price data +- **Data Sources**: Multiple price feed APIs -The standard internal format for normalized price data: +### Downstream Services +- **Transactor**: Consumes aggregated prices +- **Storage**: Historical price records +- **Monitoring**: Metrics and alerts -```typescript -interface NormalizedPrice { - symbol: string; // Normalized ticker (e.g., 'AAPL') - price: number; // Price rounded to 4 decimal places - timestamp: string; // ISO 8601 UTC (e.g., '2024-01-15T14:30:00.000Z') - originalTimestamp: number; // Original Unix timestamp in milliseconds - source: NormalizedSource; // Enum: 'alpha_vantage' | 'finnhub' | 'yahoo_finance' | 'mock' - metadata: { - originalSource: string; // Original source string - originalSymbol: string; // Original symbol before normalization - normalizedAt: string; // When normalization occurred - normalizerVersion: string; // Version of normalizer used - wasTransformed: boolean; // Whether transformations were applied - transformations: string[]; // List of transformations applied - }; -} -``` +## 🚀 Performance Considerations -### Supported Sources and Transformations +### Optimization Tips -| Source | Detected By | Symbol Transformations | -|--------|-------------|------------------------| -| **Alpha Vantage** | `alphavantage`, `alpha_vantage`, `alpha-vantage` | Removes `.US`, `.NYSE`, `.NASDAQ`, `.LSE`, `.TSX`, `.ASX`, `.HK` suffixes | -| **Finnhub** | `finnhub` | Removes `US-`, `CRYPTO-`, `FX-`, `INDICES-` prefixes | -| **Yahoo Finance** | `yahoo`, `yahoofinance`, `yahoo_finance`, `yahoo-finance` | Removes `.L`, `.T`, `.AX`, `.HK`, `.SI`, `.KS`, `.TW`, `.NS`, `.BO`, `.TO`, `.DE`, `.PA` suffixes; removes `^` index prefix | -| **Mock** | `mock` | Basic cleanup (trim, uppercase) | +1. **Batch Processing**: Enable for high-volume scenarios + - Reduces processing overhead + - Smoother consensus calculations -### Common Transformations +2. **Time Windows**: Adjust based on market conditions + - Real-time: 10-30 seconds + - Stable: 1-5 minutes -All normalizers apply these transformations: -- **Symbol**: Trimmed and uppercased -- **Price**: Rounded to 4 decimal places -- **Timestamp**: Converted to ISO 8601 UTC format +3. **Source Count**: Balance coverage vs. latency + - Minimum 2-3 sources + - Maximum 10-20 sources -### Usage Example +4. **Aggregation Method**: + - **Weighted Average**: Fastest, good for stable markets + - **Median**: Slowest, best for volatile markets + - **Trimmed Mean**: Balanced approach -```typescript -import { NormalizationService } from './services/normalization.service'; +### Complexity Analysis -// Inject via NestJS DI -constructor(private readonly normalizationService: NormalizationService) {} +| Method | Time | Space | Outlier Resistant | +|--------|------|-------|-------------------| +| Weighted Avg | O(n) | O(1) | ❌ | +| Median | O(n log n) | O(n) | ✅✅✅ | +| Trimmed Mean | O(n log n) | O(n) | ✅✅ | -// Normalize a single price -const rawPrice = { - symbol: 'AAPL.US', - price: 150.123456, - timestamp: Date.now(), - source: 'AlphaVantage', -}; -const normalized = this.normalizationService.normalize(rawPrice); -// Result: { symbol: 'AAPL', price: 150.1235, timestamp: '2024-01-15T14:30:00.000Z', ... } +## 🤝 Contributing -// Normalize multiple prices (skips failures) -const results = this.normalizationService.normalizeMany(rawPrices); +1. **Code Quality**: Follow existing patterns +2. **Testing**: >75% coverage required +3. **Documentation**: Update README for new features +4. **Type Safety**: Use strict TypeScript settings +5. **Commits**: Descriptive commit messages -// Normalize with error tracking -const { successful, failed } = this.normalizationService.normalizeManyWithErrors(rawPrices); -``` +## 📝 Roadmap -## Status +- [ ] VWAP aggregation method +- [ ] Machine learning outlier detection +- [ ] Adaptive source weighting +- [ ] Real-time streaming aggregation +- [ ] Custom aggregation strategy plugins +- [ ] Historical backtesting tools -🚧 Under construction - Aggregation and filtering logic will be implemented in subsequent issues. +## 🐛 Troubleshooting -2. Register in `AggregationService` constructor: +### Circuit Breaker Open -```typescript -this.aggregators.set('my-custom', new MyCustomAggregator()); +**Problem**: Service returns "Circuit breaker open for stage: X" + +**Solution**: +```bash +# Check service logs for root cause +# Fix the underlying issue +# Reset circuit breaker manually +curl -X POST http://localhost:3001/api/circuit-breaker/reset?stage=PRICE_NORMALIZED ``` -3. Add comprehensive tests +### Low Confidence Scores -4. Update documentation +**Problem**: Aggregated prices have confidence < 70% -## Performance Considerations +**Causes**: +- Insufficient sources +- High price variance +- Outlier filtering too aggressive -- **Time Windows**: Shorter windows (10-30s) for real-time, longer (1-5min) for stability -- **Source Count**: More sources increase confidence but also processing time -- **Aggregation Method**: - - Weighted Average: O(n) - - Median: O(n log n) due to sorting - - Trimmed Mean: O(n log n) due to sorting +**Solutions**: +- Add more reliable sources +- Adjust outlier threshold +- Increase time window -## Integration +### Slow Processing -This service is designed to work with: +**Problem**: Pipeline takes >5 seconds -- **Upstream**: Ingestor service (provides normalized prices) -- **Downstream**: Transactor service (consumes aggregated prices) -- **Storage**: Can be integrated with databases for historical data +**Solutions**: +- Check network latency to sources +- Reduce number of sources +- Use weighted average instead of median +- Enable batch processing -## Roadmap +## 📚 Additional Resources -- [ ] Add VWAP (Volume Weighted Average Price) aggregator -- [ ] Implement outlier detection algorithms -- [ ] Add historical aggregation analysis -- [ ] Support custom aggregation strategies via plugins -- [ ] Add real-time streaming aggregation -- [ ] Implement adaptive weight adjustment based on accuracy +- [NestJS Documentation](https://docs.nestjs.com) +- [CircuitBreaker Pattern](https://martinfowler.com/bliki/CircuitBreaker.html) +- [Event Sourcing](https://martinfowler.com/eaaDev/EventSourcing.html) +- [Statistical Analysis](https://en.wikipedia.org/wiki/Descriptive_statistics) -## Contributing +## 📄 License -1. Follow the existing code structure -2. Add comprehensive tests (>85% coverage) -3. Update documentation -4. Follow TypeScript best practices -5. Use descriptive commit messages +MIT -## License +--- -MIT +**Last Updated**: February 2026 +**Version**: 1.0.0 +**Status**: Production Ready \ No newline at end of file diff --git a/apps/aggregator/package.json b/apps/aggregator/package.json deleted file mode 100644 index 463083e..0000000 --- a/apps/aggregator/package.json +++ /dev/null @@ -1,78 +0,0 @@ -{ - "name": "@oracle-stocks/aggregator", - "version": "0.0.0", - "private": true, - "description": "Aggregator service for normalizing and aggregating stock price data", - "author": "", - "license": "MIT", - "scripts": { - "start": "nest start", - "start:dev": "nest start --watch", - "build": "nest build", - "lint": "eslint \"src/**/*.ts\"", - "test": "jest", - "test:watch": "jest --watch", - "test:cov": "jest --coverage" - }, - "dependencies": { - "@nestjs/axios": "^4.0.1", - "@nestjs/common": "^10.0.0", - "@nestjs/config": "^4.0.2", - "@nestjs/core": "^10.0.0", - "@nestjs/event-emitter": "^3.0.1", - "@nestjs/platform-express": "^10.0.0", - "@oracle-stocks/shared": "*", - "@nestjs/terminus": "^10.0.0", - "axios": "^1.6.0", - "ioredis": "^5.3.2", - "prom-client": "^15.1.0", - "axios": "^1.13.4", - "class-transformer": "^0.5.1", - "class-validator": "^0.14.3", - "reflect-metadata": "^0.1.13", - "rxjs": "^7.8.1", - "ws": "^8.19.0" - }, - "devDependencies": { - "@nestjs/cli": "^10.0.0", - "@nestjs/schematics": "^10.0.0", - "@nestjs/testing": "^10.0.0", - "@types/express": "^4.17.17", - "@types/jest": "^30.0.0", - "@types/node": "^20.3.1", - "@types/ws": "^8.18.1", - "@typescript-eslint/eslint-plugin": "^6.0.0", - "@typescript-eslint/parser": "^6.0.0", - "eslint": "^8.42.0", - "eslint-config-prettier": "^9.0.0", - "eslint-plugin-prettier": "^5.0.0", - "jest": "^29.5.0", - "prettier": "^3.0.0", - "source-map-support": "^0.5.21", - "ts-jest": "^29.1.0", - "ts-loader": "^9.4.3", - "ts-node": "^10.9.1", - "tsconfig-paths": "^4.2.0", - "typescript": "^5.1.3" - }, - "jest": { - "moduleFileExtensions": [ - "js", - "json", - "ts" - ], - "rootDir": "src", - "testRegex": ".*\\.spec\\.ts$", - "transform": { - "^.+\\.(t|j)s$": "ts-jest" - }, - "collectCoverageFrom": [ - "**/*.(t|j)s" - ], - "coverageDirectory": "../coverage", - "testEnvironment": "node", - "moduleNameMapper": { - "^@oracle-stocks/shared$": "/../../packages/shared/src" - } - } -} diff --git a/apps/aggregator/tsconfig.json b/apps/aggregator/tsconfig.json index 38739b7..3b0a545 100644 --- a/apps/aggregator/tsconfig.json +++ b/apps/aggregator/tsconfig.json @@ -9,7 +9,9 @@ "target": "ES2021", "sourceMap": true, "outDir": "./dist", - "baseUrl": "./", + "rootDir": "./src", + "baseUrl": "./src", + "ignoreDeprecations": "6.0", "incremental": true, "skipLibCheck": true, "strictNullChecks": false, @@ -20,5 +22,7 @@ "paths": { "@/*": ["src/*"] } - } + }, + "include": ["src/**/*"], + "exclude": ["node_modules", "dist"] } diff --git a/apps/frontend/package.json b/apps/frontend/package.json index 722b1e2..54378db 100644 --- a/apps/frontend/package.json +++ b/apps/frontend/package.json @@ -12,7 +12,7 @@ "test:watch": "jest --watch" }, "dependencies": { - "next": "^14.0.0", + "next": "^16.1.6", "react": "^18.2.0", "react-dom": "^18.2.0" }, diff --git a/apps/ingestor/package.json b/apps/ingestor/package.json index a9b87e1..869c821 100644 --- a/apps/ingestor/package.json +++ b/apps/ingestor/package.json @@ -16,14 +16,14 @@ "test:cov": "jest --coverage" }, "dependencies": { - "@oracle-stocks/shared": "*", "@nestjs/common": "^10.0.0", - "@nestjs/config": "^3.0.0", + "@nestjs/config": "^1.1.5", "@nestjs/core": "^10.0.0", "@nestjs/platform-express": "^10.0.0", "@nestjs/schedule": "^4.0.0", - "reflect-metadata": "^0.1.13", "@oracle-stocks/shared": "file:../../packages/shared", + "next": "16.1.6", + "reflect-metadata": "^0.1.13", "rxjs": "^7.8.1" }, "devDependencies": { diff --git a/package-lock.json b/package-lock.json index a9f206b..2255eb4 100644 --- a/package-lock.json +++ b/package-lock.json @@ -1,14 +1,17 @@ { - "name": "Neko-Oracle-RWA", + "name": "neko-oracle-rwa", "lockfileVersion": 3, "requires": true, "packages": { "": { - "name": "Neko-Oracle-RWA", + "name": "neko-oracle-rwa", "workspaces": [ "apps/*", "packages/*" ], + "dependencies": { + "@nestjs/cqrs": "^11.0.3" + }, "devDependencies": { "husky": "^8.0.3", "prettier": "^3.7.4", @@ -19,37 +22,23 @@ "node": ">=18" } }, - "apps/aggregator": { - "name": "@oracle-stocks/aggregator", + "apps/api": { + "name": "@oracle-stocks/api", "version": "0.0.0", "license": "MIT", "dependencies": { - "@nestjs/axios": "^4.0.1", "@nestjs/common": "^10.0.0", - "@nestjs/config": "^4.0.2", "@nestjs/core": "^10.0.0", - "@nestjs/event-emitter": "^3.0.1", "@nestjs/platform-express": "^10.0.0", - "@oracle-stocks/shared": "*", - "@nestjs/terminus": "^10.0.0", - "axios": "^1.6.0", - "ioredis": "^5.3.2", - "prom-client": "^15.1.0", - "axios": "^1.13.4", - "class-transformer": "^0.5.1", - "class-validator": "^0.14.3", "reflect-metadata": "^0.1.13", - "rxjs": "^7.8.1", - "ws": "^8.19.0" + "rxjs": "^7.8.1" }, "devDependencies": { "@nestjs/cli": "^10.0.0", "@nestjs/schematics": "^10.0.0", "@nestjs/testing": "^10.0.0", "@types/express": "^4.17.17", - "@types/jest": "^30.0.0", "@types/node": "^20.3.1", - "@types/ws": "^8.18.1", "@typescript-eslint/eslint-plugin": "^6.0.0", "@typescript-eslint/parser": "^6.0.0", "eslint": "^8.42.0", @@ -65,1341 +54,942 @@ "typescript": "^5.1.3" } }, - 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"extraneous": true, - "license": "MIT" + "devDependencies": { + "@typescript-eslint/eslint-plugin": "^6.21.0", + "@typescript-eslint/parser": "^6.21.0", + "eslint": "^8.57.1" + } }, - "packages/ui": { - "name": "@repo/ui", + "packages/signer": { + "name": "@oracle-stocks/signer", "version": "0.0.0", - "extraneous": true, - "dependencies": { - "react": "^19.2.0", - "react-dom": "^19.2.0" - }, "devDependencies": { - "@repo/eslint-config": "*", - "@repo/typescript-config": "*", - "@types/node": "^22.15.3", - "@types/react": "19.2.2", - "@types/react-dom": "19.2.2", - "eslint": "^9.39.1", - "typescript": "5.9.2" + "@types/jest": "^29.5.2", + "@types/node": "^20.3.1", + "@typescript-eslint/eslint-plugin": "^6.0.0", + "@typescript-eslint/parser": "^6.0.0", + "eslint": "^8.42.0", + "eslint-config-prettier": "^9.0.0", + "eslint-plugin-prettier": "^5.0.0", + "jest": "^29.5.0", + "prettier": "^3.0.0", + "ts-jest": "^29.1.0", + "typescript": "^5.1.3" } } } diff --git a/package.json b/package.json index 68f9825..2e726c8 100644 --- a/package.json +++ b/package.json @@ -23,5 +23,8 @@ "workspaces": [ "apps/*", "packages/*" - ] + ], + "dependencies": { + "@nestjs/cqrs": "^11.0.3" + } } From 59ea1c2ced2b06cdc2e54f3dc1ead9cd0c22ac22 Mon Sep 17 00:00:00 2001 From: Josue Soto Date: Tue, 3 Feb 2026 15:53:07 -0600 Subject: [PATCH 3/3] fix: Import SchedulerService in prices module --- apps/frontend/tsconfig.json | 24 +++++++++++++++++----- apps/ingestor/src/modules/prices.module.ts | 1 + 2 files changed, 20 insertions(+), 5 deletions(-) diff --git a/apps/frontend/tsconfig.json b/apps/frontend/tsconfig.json index c714696..b09cc80 100644 --- a/apps/frontend/tsconfig.json +++ b/apps/frontend/tsconfig.json @@ -1,7 +1,11 @@ { "compilerOptions": { "target": "es5", - "lib": ["dom", "dom.iterable", "esnext"], + "lib": [ + "dom", + "dom.iterable", + "esnext" + ], "allowJs": true, "skipLibCheck": true, "strict": true, @@ -11,7 +15,7 @@ "moduleResolution": "bundler", "resolveJsonModule": true, "isolatedModules": true, - "jsx": "preserve", + "jsx": "react-jsx", "incremental": true, "plugins": [ { @@ -19,9 +23,19 @@ } ], "paths": { - "@/*": ["./*"] + "@/*": [ + "./*" + ] } }, - "include": ["next-env.d.ts", "**/*.ts", "**/*.tsx", ".next/types/**/*.ts"], - "exclude": ["node_modules"] + "include": [ + "next-env.d.ts", + "**/*.ts", + "**/*.tsx", + ".next/types/**/*.ts", + ".next/dev/types/**/*.ts" + ], + "exclude": [ + "node_modules" + ] } diff --git a/apps/ingestor/src/modules/prices.module.ts b/apps/ingestor/src/modules/prices.module.ts index d496a4f..8fffb8f 100644 --- a/apps/ingestor/src/modules/prices.module.ts +++ b/apps/ingestor/src/modules/prices.module.ts @@ -3,6 +3,7 @@ import { PricesController } from '../controllers/prices.controller'; import { PriceFetcherService } from '../services/price-fetcher.service'; import { StockService } from '../services/stock.service'; import { FinnhubAdapter } from '../providers/finnhub.adapter'; +import { SchedulerService } from '../services/scheduler.service'; @Module({ controllers: [PricesController],